Obstructive sleep apnea (OSA) is the most common sleep-related breathing disorder characterized by repetitive episodes of complete or partial obstruction of the upper airway. The prevalence of this disorder is strictly dependent on its gravity. At >= 15 events/h apnea-hypopnea index (AHI), it ranges from 6 to 17% in the general population, with higher rates in men and increasing with age. The hypoxia induced by OSA severely affects the structure and function of blood vessels, culminating in mortality and morbidity. Its negative impact influences also cognitive functioning. Recent papers showed the relationship between OSA and some neurological disorders, such as neurodegenerative diseases, stroke, epilepsy, and headache. OSA may accelerate the onset of mild cognitive impairment and Alzheimer's disease (AD) and might also represent an independent risk factor for Parkinson's disease (PD). OSA is also frequent in multisystem atrophy. In the early stages of AD, continuous positive airway pressure (CPAP) treatment might slow down the progression of the disease, thus highlighting the potential importance of OSA screening and a timely intervention in these patients. Moreover, CPAP is effective in reducing daytime sleepiness in PD. OSA may induce seizures by means of sleep disruption and deprivation, as well as cerebral hypoxemia with consequent oxidative stress. It has been demonstrated that CPAP treatment is efficacious in controlling epileptic seizures. OSA can represent a risk factor for stroke and death, mainly related to the endothelial dysfunction, with the formation of atherosclerosis caused by hypoxia through oxidative stress. CPAP treatment in patients with OSA and stroke, if delivered in the early stages, is able to increase the magnitude of neurologic improvement after the vascular accident. There is a strong association between OSA and headache. In particular, there is a "sleep apnea headache" described as a recurrent morning headache, with resolution after effective treatment of sleep apnea. This review clearly shows the importance of taking asleep history in neurological patients and considering the diagnosis and specific treatment of OSA in these patients.