Obstructive sleep apnea (OSA) is a common condition characterized by repetitive episodes of complete (apnea) or partial (hypopnea) obstruction of the upper airway during sleep, resulting in oxygen desaturation and arousal from sleep. Intermittent hypoxia (IH) resulting from OSA may cause structural neuron damage and dysfunction in the central nervous system (CNS). Clinically, it manifests as neurocognitive and behavioral deficits with oxidative stress and inflammatory impairment as its pathophysiological basis, which are mediated by microglia at the cellular level. Microglia are dominant proinflammatory cells in the CNS. They induce CNS oxidative stress and inflammation, mainly through mitochondria, reduced nicotinamide adenine dinucleotide phosphate oxidase, and the release of excitatory toxic neurotransmitters. The balance between neurotoxic versus protective and anti- versus proinflammatory microglial factors might determine the final roles of microglia after IH exposure from OSA. Microglia inflammatory impairments will continue and cascade persistently upon activation, ultimately resulting in clinically significant neuron damage and dysfunction in the CNS. In this review article, we summarize the mechanisms of structural neuron damage in the CNS and its concomitant dysfunction due to IH from OSA, and the potential roles played by microglia in this process.