An association may exist between obstructive sleep apnea (OSA) and depression. However, results regarding this association are inconsistent, and the direction of the association between OSA and depression remains unknown. Therefore, we used the Taiwan National Health Insurance Research Database to investigate the bidirectional association between OSA and depression.A total of 6427 OSA patients and 32,135 age and sex-matched control subjects were enrolled to analyze the risk of depression among patients with OSA, where 27,073 patients with depression and 135,365 control subjects were enrolled to address the risk of OSA among patients with depression. All subjects were followed to identify their outcomes of interest from January 1, 1997 to December 31, 2012.Cox proportional-hazards models, after adjusting for potential confounders, demonstrated that patients with OSA had an increased risk (adjusted hazard ratio 2.48, 95% confidence interval 2.20-2.79) of developing depression, whereas those with depression were associated with an increased risk of future OSA (adjusted hazard ratio 2.30, 95% confidence interval 2.11-2.50).Our results suggested that a strong bidirectional relationship exists between OSA and depression, with each disease influencing the development of the other. Health providers are recommended to ensure the early detection and management of depression among patients with OSA and vice versa.