Obstructive sleep apnea (OSA) is a kind of sleep-related breathing disorder, involving multiple organs and systems, which can lead to cognitive impairment. At present, the pathophysiological mechanism of cognitive impairment related to OSA is not clear. It is still unknown whether continuous positive airway pressure (CPAP) has therapeutic effect on cognitive impairment in patients with OSA. These patients repeatedly experience intermittent hypoxia and have sleep fragmentation, which results in abnormal brain structure and function, characterizing by extensive cognitive impairment. Appropriate CPAP can correct the abnormal pathophysiological process of OSA patients, restore brain structure and function to a certain extent, and improve cognitive function. Domestic OSA patients have poor acceptance and compliance to CPAP, while the therapeutic effect of CPAP depends on the timing of treatment and compliance, so many patients do not get effective treatment. Systematically expounding the influence of CPAP on the cognitive function of patients with OSA can help clinicians and patients improve their understanding of CPAP treatment and establish a correct concept of early and standardized treatment.