This article investigates the effects of continuous positive airway pressure (CPAP) on hearing impairment in sensorineural hearing loss (SNHL) patients with sleep-disordered breathing (SDB). This retrospective and observational study took place from September 2016 to February 2021, accumulating 77 subjects with SNHL and SDB (60.7 ± 11.1 years). Of which, 28 received CPAP treatment (63.0 ± 8.5 years). In our methodology, hearing thresholds at low, medium, high, and average frequencies are assessed by pure-tone audiometry at baseline (BL), three (3 m), six (6 m), and 12 (12 m) months. Our results show that the BL of at least three frequencies in all subjects is positively associated with old age, males, smoking, alcohol, coronary artery disease, hypertension, and apnea-hypopnea index [AHI] (all p < 0.05). Moreover, low, medium, and average frequencies are negatively correlated at CPAP-6 m (−5.60 ± 2.33, −5.82 ± 2.56, and −5.10 ± 2.26 dB; all p < 0.05) and CPAP-12 m (−7.97 ± 2.74, −8.15 ± 2.35, and −6.67 ± 2.37 dB; all p < 0.01) against corresponding measures of CPAP-BL. High, medium, and average frequencies positively correlated with age (p < 0.001 for high and average frequencies and <0.01 for medium frequencies). We conclude that in SNHL patients with SDB, hearing thresholds at low and medium frequencies improves under CPAP use after six months, which persists at least to the end of one year.