Background: Obstructive sleep apnea (OSA) has been associated with mental disorders, but the strength of this association is unknown. The aim of our study was to investigate the association among OSA, depression, and anxiety in adults and to quantitatively summarize the results. Methods: A literature search in Medline, PubMed, PsycInfo, Scopus, and Web of Science was conducted. Seventy-three articles were selected for study. Results: The pooled prevalence of depressive and anxious symptoms in OSA patients was 35% (95% CI, 28-41%) and 32% (95% CI, 22-42%), respectively. Conclusions: The association between OSA, anxiety, and depression indicates the value of an early diagnosis and personalized treatment of OSA to improve mental disorders conditioning compliance to therapy. These conditions share a probably bidirectional relationship.