Background: Continuous positive airway pressure (CPAP), the reference treatment for obstructive sleep apnoea (OSA), is used by millions of individuals worldwide with remote telemonitoring providing daily information on CPAP usage and efficacy, a currently underused resource. Here, we aimed to implement data science methods to provide tools for personalizing follow-up and preventing treatment failure. Methods: We analysed telemonitoring data from adults prescribed CPAP treatment. Our primary objective was to use Hidden Markov models (HMMs) to identify the underlying state of treatment efficacy and enable early detection of deterioration. Secondary goals were to identify clusters of rAHI trajectories which need distinct therapeutic strategies. Results: From telemonitoring records of 2860 CPAP-treated patients (age: 66.31 ± 12.92 years, 69.9% male), HMM estimated three states differing in variability within a given state and probability of shifting from one state to another. The daily inferred state informs on the need for a personalized action, while the sequence of states is a predictive indicator of treatment failure. Six clusters of rAHI trajectories were identified ranging from well-controlled patients (cluster 0: 669 (23%); mean rAHI 0.58 ± 0.59 events/h) to the most unstable (cluster 5: 470 (16%); mean rAHI 9.62 ± 5.62 events/h). CPAP adherence was 30 min higher in cluster 0 compared to clusters 4 and 5 (P value < 0.01). Conclusion:This new approach based on HMM might constitute the backbone for deployment of patient-centred CPAP management improving the personalized interpretation of telemonitoring data, identifying individuals for targeted therapy and preventing treatment failure or abandonment.