Background: Obstructive sleep apnea (OSA) is usually associated with cardiovascular and cerebrovascular disease, metabolic syndrome and depression. Data on relevant OSA-associated comorbidities in Central–European populations are scarce. The aim of this study was to compare the prevalence of comorbidities in two OSA cohorts from Hungary and Romania. Methods: Data from 588 (282 from Hungary, 306 from Romania) untreated patients with OSA were retrospectively analyzed. The prevalence rates of hypertension, diabetes, dyslipidemia, allergic rhinitis, asthma, chronic obstructive pulmonary disease (COPD), osteoporosis, cerebrovascular and cardiovascular disease, arrhythmia and depression were compared between the two populations following adjustment for demographics, body mass index, smoking history, comorbidities and sleep parameters. Results: The prevalence rates of hypertension, arrhythmia, cerebrovascular and cardiovascular disease, diabetes and COPD in the whole study population were directly related to the severity of OSA. We found an inverse correlation between the prevalence of osteoporosis and OSA severity (all p < 0.05). Following adjustment, the prevalence of dyslipidemia was higher in the Hungarian cohort, whilst the prevalence of asthma, cardiovascular and cerebrovascular diseases was higher in the Romanian cohort (all p < 0.05). Conclusions: There was no difference in the prevalence rate of most comorbidities in patients with OSA from the two cohorts, except for dyslipidemia, asthma, cardiovascular and cerebrovascular disease.