['Continuous positive airway pressure (CPAP) improves depressive symptoms and daytime sleepiness in patients with obstructive sleep apnea (OSA). However, there is variability in response to CPAP. This study examined individual differences in the daily associations between CPAP use and improvements in affect and sleepiness patients beginning CPAP.', 'This observational repeated measures study involved 31 CPAP-naïve patients diagnosed with obstructive sleep apnea at an academic sleep disorders center. Patients completed pre-treatment assessments of OSA knowledge, expectations for CPAP, and treatment self-efficacy as well as a repeated daily assessment of positive affect and negative affect, sleepiness/fatigue, and CPAP adherence for 10\xa0days beginning the first week of treatment. Data were analyzed using multilevel modeling.', 'Nightly CPAP adherence predicted improvements in next-day positive affect, negative affect, and sleepiness/fatigue. The apnea-hypopnea index (AHI), treatment self-efficacy, and outcome expectancies were significant moderators of day-to-day improvement. Higher self-efficacy and lower AHI were associated with a stronger relationship between adherence and next-day improvements in positive affect and sleepiness. Very high-outcome expectances were associated with a weaker relationship between adherence and next-day improvements in sleepiness. Subjective sleepiness at pre-treatment did not give moderate improvements in next-day affect.'] Does self-efficacy contribute to individual differences in subjective improvements using CPAP?