The assessment of depression in obstructive sleep apnea (OSA) is confounded by symptom overlap. The Depression, Anxiety, and Stress Scale-short form (DASS-21) is a commonly used measure of negative affect, but it not known whether the DASS-21 is suitable for use in an OSA sample. This study compared the fit of Lovibond and Lovibond's (1995) correlated 3-factor structure of the DASS-21 and measurement invariance between a non-OSA and an OSA sample using confirmatory factor analysis. As measurement invariance was not found, to determine the source of non-invariance differential item functioning (DIF) was examined using dMACS. The correlated 3-factor structure (with correlated errors) of the DASS-21 was a better fit in the non-OSA sample. dMACS indicated that there was a degree of DIF for each of the subscales, especially for the Anxiety subscale, in which 2 symptoms (that are also physiological symptoms of OSA) produced lower severity scores in the OSA sample compared with the non-OSA sample. However, the degree of DIF for each of the subscales is not sufficient to cause concern when using the DASS-21; therefore, the total DASS-21 is suitable for use in an OSA sample. Interestingly, the impact of symptom overlap in anxiety symptoms may be reducing anxiety scores because of DIF, which contrasts with the proposed effect of symptom overlap in depression, where it leads to the inflation of depression scores in OSA. This deserves greater consideration in relation to OSA and other clinical disorders or chronic illness conditions with different patterns of overlapping symptoms.