Adult Obstructive Sleep Apnoea (OSA) is characterised by repeated, upper airway collapse resulting in sleep fragmentation and oxygen desaturation. Consequences of OSA include excessive daytime sleepiness, un-refreshing sleep, fatigue, increased risk of depression, reduced quality of life, and cognitive deficits. This article delineates the cognitive-and mood-related difficulties faced by individuals with OSA, discusses the theoretical accounts of nocturnal harm and daytime cognitive and mood dysfunction, and suggests practical tools to assess and treat psychological consequences of OSA.