Patients with obstructive sleep apnea (OSA) have impaired health status that improves with nasal continuous positive airway pressure (nCPAP). The study reported here explored the relationships between health status, its improvement with nCPAP, sleep fragmentation, and daytime sleepiness. In the study, 51 patients (46 male, five female) ranging from nonsnorers to individuals with severe OSA (median apnea/hypopnea index [AHI] 25, 90% central range: 1 to 98) had polysomnography with microarousal scoring, respiratory arousal scoring, and measurement of pulse transit time. The Short Form-36 Health Survey (SF-36) questionnaire was administered before and after 4 wk of nCPAP treatment; daytime sleepiness was also measured before starting nCPAP. Relationships between pretreatment health status and sleep fragmentation were weak, but significant associations were found between all sleep fragmentation indices and health status improvement with nCPAP (e.g., arousals according to the criteria of the American Sleep Disorders Association versus change in the physical component summary, r = 0.44, p < 0.001). Compared with general population data, the dimensions of energy and vitality and physical role limitation were abnormal before nCPAP (p < 0.05) and normalized with treatment. Sleepiness and pretreatment SF-36 values correlated significantly (Epworth Sleepiness Scale versus energy and vitality, r = -0.47, p < 0.001; modified Maintenance of Wakefulness Test versus energy and vitality, r = 0.32, p < 0.05). We conclude that the health status of patients with OSA improves with nCPAP and this improvement correlates with sleep fragmentation severity. However, the correlation is not very close, which may reflect the improvement with nCPAP of other symptoms not directly related to disease severity.