Obstructive sleep apnea (OSA) is a chronic respiratory disorder, which can be present in up to 50% of the population, depending on the country. OSA is characterized by recurrent episodes of partial or complete obstruction of the upper airways with consistent movement of the respiratory musculature during sleep. Apneas and hypopneas can lead to a decrease in oxygen saturation, an increase in carbon dioxide in the blood, and subsequent arousals and sleep fragmentation caused by repetitive activation of the central nervous system. As a consequence, intermittent hypoxemia and consequent reoxygenation result in the production of reactive oxygen species, leading to systematic oxidative stress, which is postulated to be a key mechanism of endothelial dysfunction and increased risk for cardiovascular disorders in patients with OSA. In this review, various biomarkers of oxidative stress, including high-sensitivity C-reactive protein, pregnancy-associated plasma protein-A, superoxide dismutase, cell-free DNA, 8-hydroxy-2-deoxyguanosine, advanced oxidation protein products, lipid peroxidation products, receptor for advanced glycation end-products, and thioredoxin are discussed. Biomarkers of oxidative stress have the potential to be used to assess disease severity and treatment response. Continuous positive airway pressure (CPAP) is one of the most common noninvasive treatments for OSA; it keeps the upper airways open during sleep. This reduces episodes of intermittent hypoxia, reoxygenation, and arousal at night. CPAP has been shown to have anti-inflammatory properties and decrease oxidative stress. The administration of certain compounds, like vitamins A, C, and E as well as N-acetylcysteine and allopurinol, can decrease oxidative stress markers. However, their role in the treatment of OSA remains unclear.