Obstructive sleep apnea (OSA) and insomnia are the two most common sleep disorders among the general population, and they may often coexist in patients with sleep-disordered breathing (SDB). The higher prevalence of insomnia symptoms in patients with OSA (40–60%) compared to that observed in the general population has thus led researchers to identify a new disorder named comorbid insomnia and OSA (COMISA), whose true burden has been so far largely underestimated. The combined treatment of COMISA patients with positive-airway pressure ventilation (PAP) with cognitive behavioral therapy for insomnia (CBTi) has shown a better patient outcome compared to that obtained with a single treatment. Furthermore, recent evidence has shown that an innovative patient-centered approach taking into consideration patient characteristics, treatment preferences and accessibility to treatment is recommended to optimize clinical management of COMISA patients. However, in this complex mosaic, many other sleep disorders may overlap with COMISA, so there is an urgent need for further research to fully understand the impact of these therapies on outcomes for OSA patients with comorbidity. In light of this need, this review focuses on the major sleep disorders comorbid with OSA and the recent advances in the management of these insomniac patients.