Background: Severe COPD–OSA overlap syndrome remains challenging to manage, and existing approaches rarely combine guideline-directed OSA therapy with sustained pulmonary rehabilitation, leaving patients vulnerable to recurrent acute exacerbations. Case Presentation: A 71-year-old male with severe overlap syndrome had been hospitalized three times for hypercapnic encephalopathy requiring invasive ventilation. Following admission in 2021, we implemented a four-year, three-stage closed-loop rehabilitation program combined with multimodal OSA management guided by the American Academy of Sleep Medicine (AASM) and 2023 GOLD recommendations. The program included personalized BiPAP titration, quarterly pressure adjustments, positional therapy, and targeted weight control. Management and Outcomes: Over four years of follow-up, this combined approach improved arterial blood gas values and exercise tolerance and markedly improved sleep-disordered breathing parameters, with no readmissions for respiratory failure. Conclusions: Guideline-conformant multimodal OSA therapy combined with staged closed-loop respiratory rehabilitation may offer an effective long-term strategy for severe overlap syndrome. However, as the findings of a single case report are hypothesis-generating, they require validation in larger prospective studies.