Obesity is a major health burden that contributes to increased morbidity and mortality. Obesity is also the most important risk factor for obstructive sleep apnea (OSA); at least 70% of patients are obese. OSA as such, has been linked with increased cardiovascular morbidity and mortality, and OSA patients often display metabolic syndrome. The exact underlying mechanisms behind these associations are complex and not fully understood. In obese individuals, weight reduction and increased physical activity form cornerstones for the prevention and treatment of metabolic syndrome, and recent controlled intervention trials strongly suggest that weight reduction together with a healthy diet and increased physical activity may correct or at least improve the symptoms of OSA. However, regardless of promising results in terms of symptoms of OSA and the undoubted metabolic benefits of changing lifestyles, weight reduction as a treatment of OSA is still underrated by many clinicians. Based on the current knowledge, clinicians should revise their previous attitudes, including suspicions about weight reduction as an effective treatment for OSA patients. Nevertheless, we also need large well-controlled trials on the effects of different weight reduction programs among OSA patients to determine the overall efficacy of different treatment modalities and their long-term success.