Reducing cardiometabolic risk may represent an important target for effective obstructive sleep apnea (OSA) treatment. The impact of continuous positive airway pressure (CPAP), the first line therapy of OSA, on metabolic or inflammatory markers is still debated. A systematic literature search using several databases was performed. We provide a systematic analysis of randomized studies comparing therapeutic versus sham CPAP intervention and also include studies using a CPAP withdrawal design. We addressed the impact of CPAP on the following cardiometabolic biomarkers: 1) plasma and urine catecholamines and their metabolites that reflect sympathetic activity; 2) insulin resistance and lipid metabolism biomarkers; 3) oxidative stress, systemic and vascular inflammation biomarkers; 4) liver enzymes highlighting the association between OSA and nonalcoholic fatty liver disease (NAFLD); 5) coagulation biomarkers. The impact of CPAP on sympathetic activity is robust across studies and occurs rapidly. In contrast to sympathetic activity, the well-designed studies included in this review failed to demonstrate that CPAP alters metabolic or inflammatory markers in OSA. CPAP did not change glucose, lipids, insulin resistance levels or the ratio of patients with metabolic syndrome. In unselected OSA patients, it is not realistic to expect a clinically relevant decrease in cardiometabolic biomarkers with CPAP therapy.