The construction of a solenoid with nanostructured Cu–Nb wire winding is studied and its electromagnetic, mechanical, and thermal parameters are analytically and numerically calculated. Comparing the results of the calculation and testing, the solenoid operability at an amplitude strength of the generated magnetic field of 40 T and a pulse length of 20 ms is established. The obtained parameters make the solenoid applicable in experimental research aimed at solving topical fundamental problems.