Atherosclerosis with its manifestations and associated diseases is a main cause of morbidity and mortality in industrial countries. The pathomechanisms underlying atherosclerosis are complex and comprise exogenous factors as well as genetic predisposition. Beyond the well-defined risk factors for the development of atherosclerosis, obstructive sleep apnoea (OSA) merits more and more attention. A growing body of evidence has associated OSA with vascular pathologies. Although the exact mechanisms involved are not known, the occurrence of intermittent hypoxia typical for OSA may lead to oxidative stress, inflammation, metabolic and neural changes which in turn are responsible for vessel dysfunction underlying atherosclerosis. It has been demonstrated that therapy with continuous positive airway pressure (CPAP) plays a vasoprotective role. This review summarises data resulting from epidemiological and clinical studies with emphasis on the possible mechanisms linking OSA with atherosclerosis, predictive biomarkers helping identify OSA patients at high cardiovascular risk and personalised treatment approaches.