We present NNPDF4.0MC, a variant of the NNPDF4.0 set of parton distributions (PDFs) at LO, NLO and NNLO, with and without inclusion of the photon PDF, suitable for use with Monte Carlo (MC) event generators, which require PDFs to satisfy additional constraints in comparison to standard PDF sets. These requirements include PDF positivity down to a low scale Q ~ 1 GeV, smooth extrapolation in the very small and large x regions, and numerically stable results even in extreme regions of phase space for all PDFs. We compare the NNPDF4.0MC PDFs to their baseline NNPDF4.0 counterparts, and to the NNPDF2.3LO set entering the Monash tune of the Pythia8 event generator. We briefly assess the phenomenological impact of these PDFs on the cross-sections for hard and soft QCD processes at the LHC.