Obstructive sleep apnea (OSA) is correlated with nocturia, erectile dysfunction and depression. The present observational study aims to investigate whether these entities are affected by Continuous Positive Airway Pressure (CPAP) treatment in moderate and severe OSA patients. A cohort consisting of 150 OSA patients were screened for eligibility; treatment with CPAP was recommended in 102 who fulfilled the inclusion criteria. From them, 9 denied therapy, 6 were lost during follow-up, 25 declined from proper CPAP use (control group), and 62 used CPAP properly throughout 12-month follow-up (patients group). All patients were asked to report nocturia episodes/night and complete Epworth Sleepiness Scale (ESS), Functional Outcomes of Sleep Questionnaire (FOSQ), International Index of Erectile Function (IIEF-15) Questionnaire and Zung Self-Rating Depression Scale (Zung SDS) to assess sleepiness, nocturia, erectile function, and depression symptoms at baseline and end of follow-up. Nocturia episodes/night (P < 0.001), ESS (P < 0.001), FOSQ score (P = 0.014), IIEF-15 score (P = 0.027), and Zung SDS score (P = 0.030) were independently improved in patients who properly used CPAP. In detail, “Overall Productivity” (P = 0.012), “Activity Level” (P = 0.006), “Vigilance” (P = 0.001), and “Intimate Relationships and Sexual Activity” (P=0.026) FOSQ subscales as well as “Erectile Function” (P = 0.008) and “Sexual Desire” (P = 0.031) IIEF-15 function domains were independently improved by CPAP. In contrast, no difference was observed in patients who abstained from CPAP therapy. The proper use of CPAP independently improves nocturia, erectile function, and depression symptoms in patients with moderate and severe OSA, implying a direct effect in these entities.