It's has a small shroud, it fits even if you use a 36mm hot-end, it allows you to adjust the angle of the air flow.
Print it, use M3 screws to install it.
Note that you'll probably need to use three screws for the fan instead of four, as you won't have room for the screw that holds the whole thing to the carriage otherwise. (See pictures)
Also, fan.scad contains a model of a 40x40x10mm fan.