The aim of our study was to elucidate differences in brain activity patterns among obstructive sleep apnea (OSA) patients, OSA patients with depressive symptoms, and healthy controls (HCs). We also investigated the relationship between brain function and depression in OSA patients. A total of 95 subjects were included in the study, including 34 OSA patients without depressive symptoms, 31 OSA patients with depressive symptoms, and 30 HCs. The 53-channel functional near-infrared spectroscopy (fNIRS) was used to monitor the concentration of oxy-hemoglobin (Oxy-Hb) in the brain, whereas the participants performed the verbal fluency task, and the degree of depression was scored using the 17-item Hamilton Rating Scale for Depression (HAMD-17). Hierarchical regression models were conducted to analyze the association of fNIRS features with depressive symptom. The Oxy-Hb changes of the three groups were significantly different in Channels 25 (H=9.878, p=.007) and 43 (H=6.957, p=.031). Inter-group comparisons showed that the Oxy-Hb change of Channel 25 (located in the dorsolateral prefrontal cortex [DLPFC]) in OSA group was less than that in HC group (p=.006), and the Oxy-Hb change of Channel 43 (located in the right frontal polar region) in OSA group with depression was less than that in OSA group (p=.025). Spearman's test showed that there was a significant negative correlation between HAMD-17 scores and mean Oxy-Hb changes in Channel 43 (r=-.319, p<.05) in the OSA patients. Using hierarchical regression, Oxy-Hb changes in Channel 43 accounted for a significant proportion of the variation in outcome variables, even when accounting for other polysomnography features. Changes in the hemodynamic response of DLPFC may be a potential mechanism of executive dysfunction in OSA patients. And the right frontal polar region may be significant in assessing depressive symptoms in patients with OSA.