The objectives of the present study were to assess the level of exhaled breath markers indicating airway inflammation and oxidative stress in patients with obstructive sleep apnoea syndrome (OSAS) in comparison with non-apnoeic (obese and non-obese) subjects and investigate whether therapy with continuous positive airway pressure (CPAP) can modify them. The design was a retrospective observational study, set in Evgeneidio Hospital. Twenty-six OSAS patients and nine obese and 10 non-obese non-apnoeic subjects participated in this study. We measured nasal nitric oxide (nNO), exhaled nitric oxide (eNO), exhaled carbon monoxide (eCO) in exhaled breath, and 8-isoprostane, leukotriene B4 (LTB4), nitrates, hydrogen peroxide (H2 O2), and pH in exhaled breath condensate (EBC) before and after 1 month of CPAP therapy. The levels of eNO and eCO were higher in OSAS patients than in control subjects (p < 0.05). Nasal NO was higher in OSAS patients than in obese controls (p < 0.01). The level of H2O2, 8-isoprostane, LTB4, and nitrates were elevated in OSAS patients in comparison with obese subjects (p < 0.01). Conversely, pH was lower in OSAS patients than in non-apnoeic controls (p < 0.01). One month of CPAP therapy increased pH (p < 0.05) and reduced eNO (p < 0.001) and nNO (p < 0.05). Apnea/hypopnoea index was positively correlated with 8-isoprostane (r = 0.42; p < 0.05), LTB4 (r = 0.35; p < 0.05), nitrates (r = 0.54; p < 0.001), and H2O2 (r = 0.42; p < 0.05). Airway inflammation and oxidative stress are present in the airway of OSAS patients in contrast to non-apnoeic subjects. Exhaled breath markers are positively correlated with the severity of OSAS. One-month administration of CPAP improved airway inflammation and oxidative stress.