Obstructive sleep apnea, a common form of sleep-disordered breathing, is characterized by intermittent cessations of breathing that reduce blood oxygen levels and contribute to the development of hypertension. Hypertension is a major complication of obstructive sleep apnea that elevates the risk of end-organ damage. Premenopausal women have a lower prevalence of obstructive sleep apnea and cardiovascular disease than men and postmenopausal women, suggesting that sex hormones play a role in the pathophysiology of sleep apnea-related hypertension. The lack of protection in men and postmenopausal women implicates estrogen and progesterone as protective agents but testosterone as a permissive agent in sleep apnea-induced hypertension. A better understanding of how sex hormones contribute to the pathophysiology of sleep apnea-induced hypertension is important for future research and possible hormone-based interventions. The effect of sex on the pathophysiology of sleep apnea and associated intermittent hypoxia-induced hypertension is of important consideration in the screening, diagnosis, and treatment of the disease and its cardiovascular complications. This review summarizes our current understanding of the impact of sex hormones on blood pressure regulation in sleep apnea with a focus on sex differences.