Obstructive sleep apnea (OSA) could increase pulmonary artery pressure. However, the clinical consequences vary, mainly depending on comorbidities. Patients with pulmonary hypertension associated with lung diseases (World Health Organization (WHO) Group 3 pulmonary hypertension) are particularly vulnerable increases in pulmonary artery pressure. Managing pulmonary hypertension in this specific patient population presents a considerable challenge. While positive airway pressure therapy for OSA has shown promise in improving pulmonary hemodynamics in patients with obesity hypoventilation syndrome and chronic obstructive pulmonary disease, evidence is lacking for similar improvements in those with other pulmonary diseases and hypoventilation disorders. Furthermore, pulmonary-artery-specific therapies may carry a risk of clinical worsening in this group. Weight management and new pharmacotherapy have together emerged as a crucial intervention, demonstrating benefits for both OSA and pulmonary hemodynamics. We reviewed key studies that provide insights into the influence of OSA on WHO Group 3 pulmonary hypertension and the clinical management of both conditions.