Obstructive sleep apnea (OSA) is a highly prevalent sleep disorder, characterized by repeated disruptions of breathing during sleep. The sleep fragmentation and accompanying hypoxemia lead to many negative consequences including cardiac arrhythmias, nocturnal hypertension, confusion, cognitive impairment, daytime sleepiness, as well as depressive symptoms. From the perspective of psychoneuroimmunology (PNI), OSA holds promise as a model for studying sleep and cytokines because of its many relevant characteristics, including neuroimmune interactions, mood changes, and behaviors that directly affect the course of the disorder. In this minireview we briefly summarize the existing literature on cytokines and sleep and then discuss work on cytokines and OSA. We believe that the study of OSA presents researchers with an excellent opportunity to tease apart the many complex and interwoven components of sleep that are relevant to PNI.