Sleep-disordered breathing (SDB), which includes conditions such as obstructive sleep apnea (OSA) and central sleep apnea (CSA), is an independent risk factor for cerebral small vessel disease (CSVD), stroke, heart failure, arrhythmias, and other cardiovascular disorders. The influence of OSA on brain structure and cognitive function has become an essential focus in the heart-brain axis, given its potential role in developing neurocognitive abnormalities. In this review, we found that OSA plays a significant role in the cardio-neural pathway that leads to the development of cerebral small vessel disease and neurocognitive decline. Although data is still limited on this topic, understanding the critical role of OSA in the heart-brain axis could lead to the utilization of imaging modalities to simultaneously identify early signs of pathology in both organ systems based on the known OSA-driven pathological pathways that result in a disease state in both the cardiovascular and cerebrovascular systems. This narrative review aims to summarize the current link between OSA and neurocognitive disorders, cardio-neural pathophysiology, and the treatment options available for patients with OSA-related neurocognitive disorders.