Background Obstructive sleep apnea (OSA) is highly prevalent in Parkinson disease (PD) and is known to contribute to cognitive impairment and daytime sleepiness. We investigated feasibility of continuous positive airway pressure treatment (CPAP) and its effects on subjective daytime sleepiness and cognitive profile in PD plus OSA subjects in a longitudinal three months follow up study. Methods Seventy (age 71.7 ± 7.6, disease duration 9.9 ± 12.3, UPDRS-III 33.7 ± 12.5, MMSE 25.3 ± 3.6; years of education 7.7 ± 3.2) out of 228 consecutive PD patients undergoing in-lab video-polysomnography were found to have obstructive sleep apnea. Thirty-six subjects accepted to titrate therapeutic CPAP. Video-polysomnography, neuropsychological battery evaluating different cognitive domains and subjective scales for daytime sleepiness were scheduled at baseline and after three months. All the patients were given educational informations relative to diagnosis of OSA and benefits of OSA treatment, and an individualized training with CPAP. Results Twenty-seven (75%) subjects dropped out of the study due to CPAP intolerance. No demographic or disease-related variables (in particular, severity of OSA), could be found between subjects who completed the study versus those who dropped out. Nine subjects completed the three-month follow up, and there were no significant changes in subjective sleepiness, neuropsychological scores and sleep structure (except for reduction in apnea/hypopnea index and a trend toward increase in stage N3 sleep). Conclusion Our data show that feasibility of CPAP treatment can be significantly threatened by overall attrition rates. Further studies should consider well-structured adherence promoting interventions. The actual role of OSA as a determinant of the profile of subjective daytime sleepiness and cognition in PD, and the effects of CPAP in PD need to be further studied.