Obstructive sleep apnea-hypopnea syndrome (OSAS) is characterized by the presence of disordered breathing events that occur during sleep, as well as symptoms such as sleepiness and snoring. OSAS is associated with a number of adverse health consequences, and a growing literature focuses on its cognitive correlates. Although research in this field is mixed, multiple studies indicate that OSAS patients show impairment in attention, memory, and executive function. Continuous positive airway pressure (CPAP) is the most effective and widely used treatment of OSAS, and supplemental medications may supplement CPAP treatment to ameliorate associated symptoms. Here, we review the literature on OSAS and cognition, including studies that have investigated the impact of CPAP and stimulant medication on cognitive performance in patients with OSAS. In general, no consistent effect of CPAP use on cognitive performance was evident. This may be due, in part, to variability in study design and sampling methodology across studies. Studies of stimulant medications generally reported positive effects on cognitive performance. We conclude with a discussion of the mechanisms that have been proposed to explain cognitive dysfunction in OSAS and directions for future research.