Coronary artery disease (CAD) and obstructive sleep apnea (OSA) are both complex and significant clinical problems. The pathophysiological mechanisms that link OSA with CAD are complex and can influence the broad spectrum of conditions caused by CAD, from subclinical atherosclerosis to myocardial infarction. OSA remains a significant clinical problem among patients with CAD, and evidence suggesting its role as a risk factor for CAD is growing. Furthermore, increasing data support that CAD prognosis may be influenced by OSA and its treatment by continuous positive airway pressure (CPAP) therapy. However, stronger evidence is needed to definitely answer these questions. This paper focuses on the relationship between OSA and CAD from the pathophysiological effects of OSA in CAD, to the clinical implications of OSA and its treatment in CAD patients.