Nasal application of continuous positive airway pressure (CPAP) is the standard form of therapy for treating obstructive sleep apnea (OSA). Common difficulties associated with CPAP therapy include sense of dryness in the mouth, rhinorrhea, nasal congestion and dryness, mask discomfort, claustrophobia, irritation from device noise, aerophagy, chest discomfort and partner's intolerance. Therefore, many patients are unable to or unwilling to comply with the use of CPAP. This article discusses the various non-CPAP approaches that have been investigated in the management of OSA, which include behavioral therapy (weight loss and positional therapy), pharmacological treatment, mandibular advancement techniques and surgery. However, none of these has been shown to be superior to CPAP. In clinical practice, only selected patients will benefit from therapies other than CPAP.