Background Obstructive sleep apnea (OSA) is associated with the impairment of a range of cognitive functions. Whether treatment with continuous positive airway pressure (CPAP) improves these cognitive functions is still a matter of debate. Methods We performed a systematic review and meta-analysis of randomized controlled trials (RCTs) that included OSA patients (apnea hypopnea index, AHI >10/h), naive to CPAP treatment, with a cognitive assessment before and after CPAP initiation. We compared CPAP versus sham-CPAP or placebo tablet or dietary rules or no treatment. This systematic review and meta-analysis were registered in PROSPERO (ID CRD42021275214). Results Eleven RCTs encompassing 923 OSA patients were included. For most of them, CPAP initiation was ≤3 months. A significant post-treatment improvement was found for the Trail Making Test part B (TMT-B; SMD = -0.93, 95 % CI = [-1.60, −0.25], Z = −2.70, p = 0.007), but not for the other neuropsychological assessments. No global effects on other cognitive domains (information processing speed, executive functions, working memory) were found. Conclusion The significant improvement in the TMT-B supports a short-term enhancement in cognitive flexibility with CPAP treatment. Further studies that take into account OSA comorbidities, cognitive profiles, a more diverse range of cognition assessments and include long-term evaluations are needed.