Background Increasing evidence suggests that obstructive sleep apnoea (OSA) contributes to cancer risk; however, limited data are available on the impact of continuous positive airway pressure (CPAP) therapy on cancer incidence. We aimed to determine whether adherence to CPAP therapy is associated with a reduction in all-cancer incidence compared with nonadherent patients with OSA. Methods The study relied on data collected by the multicentre Pays de la Loire Sleep Cohort study, linked to health administrative data, so as to identify new-onset cancer. We included patients who were prescribed CPAP for OSA, with no history of cancer before the diagnostic sleep study or during the first year of CPAP. Patients with documented CPAP use for ≥4 h per night were defined as adherent. Those who discontinued or used CPAP <4 h per night constituted the nonadherent group. A propensity score inverse probability of treatment weighting analysis was performed to assess the effect of CPAP adherence on cancer risk. Results After a median (interquartile range) follow-up of 5.4 (3.1–8.0) years, 437 (9.7%) out of 4499 patients developed cancer: 194 (10.7%) in the nonadherent group (n=1817) and 243 (9.1%) in adherent patients (n=2682). The final weighted model showed no significant impact of CPAP adherence on all-cause cancer risk (subdistribution hazard ratio 0.94, 95% CI 0.78–1.14). Conclusions Adherence to CPAP therapy in OSA patients was not associated with a reduction in all-cancer incidence. Whether adherent CPAP therapy of OSA might reduce the risk of specific cancer sites should be further evaluated.