Obstructive Sleep Apnea (OSA) is a chronic sleep-related pathology characterized by recurrent episodes of total or partial obstruction of the upper airways during sleep. It entails a high impact on the health and quality of life of patients, affecting more than one thousand million people worldwide, which has resulted in an important public health concern in recent years. The usual diagnosis involves performing a sleep test, cardiorespiratory polygraphy, or polysomnography, which allows characterizing the pathology and assessing its severity. However, this procedure cannot be used on a massive scale in general screening studies of the population because of its execution and implementation costs; therefore, causing an increase in waiting lists which would negatively affect the health of the affected patients. Additionally, the symptoms shown by these patients are often unspecific, as well as appealing to the general population (excessive somnolence, snoring, etc.), causing many potential cases to be referred for a sleep study when in reality are not suffering from OSA. This paper proposes a novel intelligent clinical decision support system to be applied to the diagnosis of OSA that can be used in early outpatient stages, quickly, easily, and safely, when a suspicious OSA patient attends the consultation. Starting from information related to the patient’s health profile (anthropometric data, habits, comorbidities, or medications taken), the system is capable of determining different alert levels of suffering from sleep apnea associated with different apnea-hypopnea index (AHI) levels to be studied. To that end, a series of automatic learning algorithms are deployed that, working concurrently, together with a corrective approach based on the use of an Adaptive Neuro-Based Fuzzy Inference System (ANFIS) and a specific heuristic algorithm, allow the calculation of a series of labels associated with the different levels of AHI previously indicated. For the initial software implementation, a data set with 4600 patients from the Álvaro Cunqueiro Hospital in Vigo was used. The results obtained after performing the proof tests determined ROC curves with AUC values in the range 0.8–0.9, and Matthews correlation coefficient values close to 0.6, with high success rates. This points to its potential use as a support tool for the diagnostic process, not only from the point of view of improving the quality of the services provided, but also from the best use of hospital resources and the consequent savings in terms of costs and time.