This study examined clinically significant physiological and psychological factors contributing to the complaint of daytime sleepiness in 108 Chinese patients with newly diagnosed obstructive sleep apnea (OSA). A higher degree of obesity and greater anxiety, in addition to a higher Apnea–Hypopnea Index, were associated with more daytime sleepiness. The results of this study suggest that the experience of daytime sleepiness goes beyond disturbed breathing caused by sleep apnea. The evaluation of a sleepy patient with OSA should include an assessment of obesity and emotional stress. Future studies in larger samples considering other important factors, such as comorbid insomnia and habitual sleep duration, are warranted to confirm this finding.