The assessment of depression in Obstructive Sleep Apnoea (OSA) is confounded by symptom overlap, making it difficult to determine whether Continuous Positive Airway Pressure (CPAP) ameliorates both overlapping and non-overlapping depressive symptoms in OSA. This study examined the effect of CPAP ameliorating overlapping and non-overlapping depressive symptoms, within the Hamilton Rating Scale for Depression (HAM-D), in a 12-week, single arm study using Linear Growth Curve Modelling (LGCM). At baseline, individuals endorsed proportionally more severe overlapping compared to non-overlapping, depressive symptoms. Both overlapping and non-overlapping symptoms significantly decreased over time, but with a greater decrease in the severity of overlapping than non-overlapping depressive symptoms. Critically, greater CPAP use was associated with a faster rate of decline, but in overlapping depressive symptoms alone. Therefore, overlapping HAM-D depressive symptoms are more responsive to CPAP treatment. Implications of these intriguing findings are discussed.