The aim of this study was o determine the relationship between sleep bruxism (SB) and sleep apnea–hypopnea syndrome (SAHS) at the pathophysiological level, the risk factors, as well as the common signs and symptoms. A search was carried out using the databases PubMed, Web of Science, Scopus, and the Cochrane Library together with the Boolean equation “bruxism” AND “sleep apnea” AND “relation*”; the systematic search strategy limited the results to English language articles published from 2013 until December 2021. This review was conducted in accordance with the PRISMA statement. Nine articles were reviewed to relate SAHS and SB at different levels: two were systematic reviews (22%) and seven were research studies (78%). According to the literature reviewed, SB and SAHS occur simultaneously in 21.0% to 41.3% of cases. There are signs and symptoms that are common to both SAHS and SB. Rhythmic masticatory muscle activity (RMMA) precedes an SAHS event in 25% of subjects with SB, in contrast to 55% of the general population. SB and SAHS seem to have a certain concomitance, ranging between 20% and 40%, and they also share some risk factors such as advanced age, obesity, smoking, and alcohol consumption. Dentists should be aware of this relationship, as part of a multidisciplinary team, for early diagnosis.