We used electrophysiological measures to investigate the effects of obstructive sleep apnea on attention, learning, and memory. Thirty subjects (OSA group, n = 15, control group n = 15) participated in n-back tests, accompanied by P300 recordings, to investigate working memory and attention. The mirror-drawing test was used to study procedural memory, and the trail-making test (TMT) was used to evaluate divided attention and executive function. No significant group difference in reaction time was found in the 0-back and 1-back tests. In the 2-back test, reaction times of patients were longer than those of the control group. No P300 wave was obtained in the OSA group in any (0-, 1-, or 2-back) n-back test. In contrast, in the control group, significant P300 waves were recorded except for the 2-back test. The mirror-drawing scores were unaffected by sleep apnea. There was no difference between groups in the TMT-A test on any of the trials. Although no group difference was found in the first or second trials of the TMT-B test, OSA patients were less successful in learning on the third trial. According to our study results, OSA affects attention and executive function adversely however, we could not detect a significant effect on working or procedural memory.