Patients with obstructive sleep apnea (OSA) experience partial or complete upper airway collapses during sleep resulting in nocturnal hypoxia-normoxia cycling, and continuous positive airway pressure (CPAP) is the golden treatment for OSA. Nevertheless, the exact mechanisms of action, especially the transcriptome effect of CPAP on OSA patients, remain elusive. The goal of this study was to evaluate the longitudinal alterations in peripheral blood mononuclear cells transcriptome profiles of OSA patients in order to identify the hub gene and immune response. GSE133601 was downloaded from Gene Expression Omnibus (GEO). We identified black module via weighted gene co-expression network analysis (WGCNA), the genes in which were correlated significantly with the clinical trait of CPAP treatment. Finally, eleven hub genes (TRAV10, SNORA36A, RPL10, OBP2B, IGLV1-40, H2BC8, ESAM, DNASE1L3, CD22, ANK3, ACP3) were traced and used to construct a random forest model to predict therapeutic efficacy of CPAP in OSA with a good performance with AUC of 0.92. We further studied the immune cells infiltration in OSA patients with CIBERSORT, and monocytes were found to be related with the remission of OSA and partially correlated with the hub genes identified. In conclusion, these key genes and immune infiltration may be of great importance in the remission of OSA and related research of these genes may provide a new therapeutic target for OSA in the future.