Despite undeniable advances in modern medicine, lung cancer still has high morbidity and mortality rates. Lung cancer is preventable and treatable, and it is important to identify new risk factors for lung cancer, especially those that can be treated or reversed. Obstructive sleep apnea (OSA) is a very common sleep-breathing disorder that is grossly underestimated in clinical practice. It can cause, exacerbate, and worsen adverse outcomes, including death and various diseases, but its relationship with lung cancer is unclear. A possible causal relationship between OSA and the onset and progression of lung cancer has been established biologically. The pathophysiological processes associated with OSA, such as sleep fragmentation, intermittent hypoxia, and increased sympathetic nervous excitation, may affect normal neuroendocrine regulation, impair immune function (especially innate and cellular immunity), and ultimately contribute to the occurrence of lung cancer, accelerate progression, and induce treatment resistance. OSA may be a contributor to but a preventable cause of the progression of lung cancer. However, whether this effect exists independently of other risk factors is unclear. Therefore, by reviewing the literature on the epidemiology, pathogenesis, and treatment of lung cancer and OSA, we hope to understand the relationships between the two and promote the interdisciplinary exchange of ideas between basic medicine, clinical medicine, respiratory medicine, sleep medicine, and oncology.