Nasal continuous positive airway pressure (CPAP) is an effective treatment for most patients with obstructive sleep apnea syndrome (OSAS), improving sleepiness, cognitive function and mood. A number of patients, however, complain about persistent sleepiness after CPAP. In these cases another clinical history should be carried out to confirm the diagnosis of OSAS, to check CPAP compliance and to exclude associated conditions such as poor sleep hygiene, depression, narcolepsy or idiopathic hypersomnia. If necessary, a full polysomnography (PSG) followed by a multiple sleep latency test or even a full PSG with CPAP titration should be performed. Experimental data in animals suggest that long-term intermittent hypoxia related to the apneic events could deteriorate the brain structures that regulate alertness. This impairment, if present in humans, could be another reason for residual sleepiness after CPAP. Modafinil has been shown to reduce subjective sleepiness after CPAP in OSAS patients. Further studies are warranted to clarify the way in which CPAP modifies sleepiness.