Obstructive sleep apnea (OSA) is a risk factor for neurodegenerative diseases. This study determined whether continuous positive airway pressure (CPAP), which can alleviate OSA symptoms, can reduce neurochemical biomarker levels. Thirty patients with OSA and normal cognitive function were recruited and divided into the control (n = 10) and CPAP (n = 20) groups. Next, we examined their in-lab sleep data (polysomnography and CPAP titration), sleep-related questionnaire outcomes, and neurochemical biomarker levels at baseline and the 3-month follow-up. The paired t-test and Wilcoxon signed-rank test were used to examine changes. Analysis of covariance (ANCOVA) was performed to increase the robustness of outcomes. The Epworth Sleepiness Scale and Pittsburgh Sleep Quality Index scores were significantly decreased in the CPAP group. The mean levels of total tau (T-Tau), amyloid-beta-42 (Aβ42), and the product of the two (Aβ42 × T-Tau) increased considerably in the control group (ΔT-Tau: 2.31 pg/mL; ΔAβ42: 0.58 pg/mL; ΔAβ42 × T-Tau: 48.73 pg2/mL2), whereas the mean levels of T-Tau and the product of T-Tau and Aβ42 decreased considerably in the CPAP group (ΔT-Tau: −2.22 pg/mL; ΔAβ42 × T-Tau: −44.35 pg2/mL2). The results of ANCOVA with adjustment for age, sex, body mass index, baseline measurements, and apnea–hypopnea index demonstrated significant differences in neurochemical biomarker levels between the CPAP and control groups. The findings indicate that CPAP may reduce neurochemical biomarker levels by alleviating OSA symptoms.