Objective To evaluate the changes in depressive symptoms and emotional responses in obstructive sleep apnea (OSA) patients after six months of continuous positive airway pressure (CPAP) therapy. Methods From June 2021 to December 2023, adult patients diagnosed with OSA at our hospital who were recommended for CPAP therapy as a first-line treatment were recruited. Demographic data (age, body mass index, gender), oxygen desaturation index, maximum duration of apnea and maximum duration of apnea were recorded. The patients were divided into a CPAP group and a non-CPAP group according to whether they were compliant to CPAP treatment. All patients completed questionnaires (including CES-D, DERS, ERS, and ESS) at 0, 1, 2, 4, and 6 months. Differences in general data and questionnaire results were compared between the two groups. Results The patients in the CPAP group showed significantly lower levels of depression and daytime sleepiness at 1, 2, 4, and 6 months compared with the non-CPAP group, with statistically significant differences (all P<0.05). Additionally, the CPAP group exhibited significantly lower scores in emotional responses and difficulties in emotion regulation across the same time points, with statistically significant differences (all P<0.05). In the non-CPAP group, increases in the apnea hypopnea index (AHI) and worsening emotional responses were key factors contributing to the exacerbation of depressive symptoms in OSA patients, with statistically significant differences (P<0.05). Conclusions CPAP therapy significantly improves depressive symptoms, emotional responses, and emotional regulation in OSA patients. Increases in the AHI and worsening emotional responses are primary factors leading to the worsening of depressive symptoms in OSA patients.