Obstructive sleep apnea (OSA) is a common clinic sleep disorder, and characterized by obstruction of upper airway during sleep, resulting in sleep fragmentation and intermittent hypoxemia. We reviewed the brain imaging studies in OSA patients compared with healthy subjects, including studies of functional magnetic resonance imaging (fMRI) and electroencephalography (EEG). The resting-state EEG studies showed increased power of δ and θ in the front and central regions of the cerebral cortex in OSA patients. While resting-state fMRI studies demonstrated altered large-scale networks in default-mode network (DMN), central executive network (CEN) and salience network (SN). Evidence from resting-state studies of both fMRI and EEG focused on the abnormal activity in prefrontal cortex (PFC), which is correlated with OSA severity. These findings suggested that the PFC may play a key role in the abnormal function of OSA patients. Finally, based on the perspectives of treatment effect, multimodal data acquisition, and comorbidities, we discussed the future research direction of the neuroimaging study of OSA.