The assessment of depression in obstructive sleep apnea (OSA) is confounded by the overlap in symptoms between the disorders. However, previous analysis by our group has suggested that while some depressive symptoms tend to overlap with OSA (such as insomnia, lethargy, impaired concentration, psychomotor retardation) other, nonoverlapping symptoms appear more specific to depression (such as negative affect, anhedonia, and depressive cognitions). We sought to determine the value of such categorization of depressive symptoms in identifying clinical depression within OSA patient populations by examining the response of these two categories of depression symptoms to treatment of OSA by continuous positive airway pressure (CPAP). Three hundred fifty-seven unselected, CPAP-naïve OSA patients were treated with CPAP and followed over 12 weeks. Depressive symptoms were elicited before, during and at the end of this period using the Hamilton Rating Scale for Depression (HAM-D). Data were analyzed using latent growth curve modeling. At baseline, individuals reported proportionally more severe overlapping than nonoverlapping depressive symptoms. Both overlapping and nonoverlapping symptoms significantly decreased over time, but with a greater reduction in the severity of overlapping than nonoverlapping depressive symptoms. Moreover, greater CPAP use was associated with a faster rate of improvement in overlapping symptoms, but not in nonoverlapping symptoms. These findings suggest that nonoverlapping depressive symptoms may be useful discriminators of clinical depression amongst patients with untreated, symptomatic OSA.