Obstructive sleep apnoea (OSA) is independently associated with various cardiovascular diseases, including myocardial infarction and stroke. OSA may promote atherosclerosis risk factors such as hypertension, diabetes and dyslipidaemia, and may have direct proatherogenic effects on the vascular wall. A growing number of studies have recently focused on the role of microparticles (MPs) in the atherogenic process. MPs are small plasma membrane vesicles that can be released by a variety of vascular or blood cells, and contain both membrane and cytosolic elements. Case–control studies have shown that platelet-, endothelium- and leukocyte-derived MP levels are increased in OSA. Experimental evidence has demonstrated that MPs from OSA patients induce endothelial dysfunction, inflammation and vascular hyperreactivity when injected into mice. In this review, we provide an overview of the main characteristics of MPs, their expression in OSA and their potential role in the atherogenic process associated with OSA.