[Background]: The Shanghai Hard X-ray Free Electron Laser facility (SHINE) requires two 3.9 GHz superconducting cryomodules (CMs)

containing a total of sixteen 3.9 GHz nine-cell superconducting radio frequency (SRF) cavities. Due to the installation of only two 3.9 GHz superconducting modules

the total number of superconducting cavities is small. This configuration provides sufficient margin for compensating individual 3.9 GHz superconducting cavity failures under high acceleration gradients. The recently proposed two-step baking process has been recognized internationally as an effective method to enhance the acceleration gradient of 1.3 GHz superconducting cavities. However

its impact on the radiofrequency performance of 3.9 GHz superconducting cavities remains unclear

and reports on the control of process parameters during the two-step baking procedure are scarce. [Purpose]: This study aims to investigate the influence of the two-step baking process on the performance of 3.9 GHz superconducting cavities and to establish effective control strategies for the critical process parameters involved. [Methods]: In this study

we conducted the two-step baking process on 3.9 GHz 9-cell SRF cavities for the first time. A dedicated low-temperature baking apparatus was designed and constructed specifically for 3.9 GHz cavities. After optimization

the system achieved excellent temperature uniformity and was subsequently used for batch processing of 3.9 GHz 9-cell cavities for the SHINE project. [Results]: Vertical test results demonstrate that the maximum accelerating gradient of 3.9 GHz 9-cell SRF cavities is significantly improved after the two-step baking process. Moreover

this treatment effectively eliminates the high field Q-slope observed at high accelerating gradients. In addition

the failure experience of abnormal baking

such as local temperature up to 260 ℃ on cell surfaces

and its influence on cavity RF performance are also reported. [Conclusions]: The two-step baking recipe markedly enhances the usable accelerating gradient and eliminates the high-field Q-slope in 3.9 GHz superconducting cavities. This Research provides new insights and experience for the two-step low-temperature baking on other types of superconducting cavities.