Obstructive sleep apnea (OSA) is known around the world to be one of the most common sleep disorders and a significant risk factor for cardiovascular morbidity and death, leading to significant changes in cognitive and daytime functioning, as well as several psychological and physiological challenges. This critical review research study aimed to review scientific literature in order to conceptualize an understanding of the relationship of OSA with both physiological (cardiovascular reactivity) and psychological aspects (psychological distress and coping responses), more specifically within the South African context. The literature search reviewed scientific literature that was peer-reviewed and published in the English language from 2012 to 2022. The SALSA (search, appraisal, synthesis, and analysis) method was used in order to examine the interplay between physiological and psychological aspects associated with OSA in South Africa. However, no studies within the South African context or internationally were found giving account for cardiovascular reactivity, psychological distress, and coping responses in relationship with OSA. Therefore, we provided a summary and discussion on available scientific literature in both the South African context and internationally, on each aspect separately related to OSA. We concluded that OSA has a significant impact on both the physiological and psychological well-being of individuals and it is necessary to gain a deeper understanding of the interplay between these aspects and OSA, in order to inform scientific knowledge and intervention strategies.