This prospective, randomized, cross-over trial was designed to compare the efficacy of a mandibular advancement splint (MAS) with that of nasal continuous positive airway pressure (nCPAP) in patients with obstructive sleep apnoea (OSA). Twenty-four patients (20 males and four females) with mild to moderate OSA (AHI between 10 and 49 events per hour) were enrolled in the study. Each patient used both MAS and nCPAP, with the initial therapy being allocated at random. Treatment periods lasted for two months with a two-week wash-out interval between. Polysomnography was performed prior to the study and after each clinical intervention. Patient and partner questionnaires were used to assess changes in general health and daytime somnolence. The AHI decreased from 22.2 to 3.1 using nCPAP, and to 8.0 using the MAS (P < 0.001 for both devices) and there was no statistically significant difference between the two treatments. The Epworth Sleepiness Score (ESS) fell from 13.4 to 8.1 with nCPAP, and to 9.2 with MAS (P < 0.001), again with no differences between the use of MAS or nCPAP. The questionnaire data showed an improvement in general health scores (P < 0.001) after both treatments, but daytime sleepiness only improved significantly using nCPAP (P < 0.001). Despite this, 17 out of the 21 subjects who completed both arms of the study preferred the MAS. The splints were well tolerated and their efficacy suggests that the MAS may be a suitable alternative to nCPAP in the management of patients with mild or moderate OSA.