Obstructive sleep apnea (OSA), a condition with important implications for hypertension, diabetes, and cardiovascular disease, has been less researched for diabetes-associated microvascular disease. Such research is particularly important for developing countries (in particular, China and India), which are showing rapidly increasing prevalence of obesity, diabetes, and diabetic nephropathy (DN). In particular, independent association between OSA and DN needs more research inputs, keeping commonalty of risk factor profile for both diseases in mind. Finally, although weight loss remains the most effective strategy for OSA and also to some extent for DN, whether treatment with continuous positive airway pressure improves DN, similar to its positive effects on insulin resistance and glucose metabolism, remains to be established.