Obstructive sleep apnea is recognized as having high prevalence and causing remarkable cardiovascular risk. Coronary artery disease has been associated with obstructive sleep apnea in many reports. The pathophysiology of coronary artery disease in obstructive sleep apnea patients probably includes the activation of multiple mechanisms, as the sympathetic activity, endothelial dysfunction, atherosclerosis, and systemic hypertension. Moreover, chronic intermittent hypoxia and oxidative stress have an important role in the pathogenesis of coronary disease and are also fundamental to the development of atherosclerosis and other comorbidities present in coronary artery diseases such as lipid metabolic disorders. Interestingly, the prognosis of patients with coronary artery disease has been associated with obstructive sleep apnea and the severity of sleep disordered breathing may have a direct relationship with the morbidity and mortality of patients with coronary diseases. Nevertheless, treatment with CPAP may have important effects, and recent reports have described the benefits of obstructive sleep apnea treatment on the recurrence of acute heart ischaemic events in patients with coronary artery disease.