Obstructive sleep apnea syndrome (OSAS) affects a large part of the aging population. It is characterized by chronic intermittent hypoxia and associated with neurocognitive dysfunction. One hypothesis is that the blood–brain barrier (BBB) functions could be altered by exosomes. Exosomes are nanovesicles found in biological fluids. Through the study of exosomes and their content in tau and amyloid beta (Aβ), the aim of this study was to show how exosomes could be used as biomarkers of OSAS and of their cognitive disorders. Two groups of 15 volunteers from the PROOF cohort were selected: severe apnea (AHI > 30) and control (AHI < 5). After exosome isolation from blood serum, we characterized and quantified them (CD81, CD9, CD63) by western blot and ELISAs and put them 5 h in contact with an in vitro BBB model. The apparent permeability of the BBB was measured using sodium-fluorescein and TEER. Cell ELISAs were performed on tight junctions (ZO-1, claudin-5, occludin). The amount of tau and Aβ proteins found in the exosomes was quantified using ELISAs. Compared to controls, OSAS patients had a greater quantity of exosomes, tau, and Aβ proteins in their blood sera, which induced an increase in BBB permeability in the model and was reflected by a loss of tight junction’ expression. Elderly patients suffering severe OSAS released more exosomes in serum from the brain compartment than controls. Such exosomes increased BBB permeability. The impact of such alterations on the risk of developing cognitive dysfunction and/or neurodegenerative diseases is questioned.