Continuous positive airway pressure (CPAP) is a safe, effective treatment for sleep apnea, yet adherence is notoriously problematic. Vulnerable populations that may be at increased risk of sleep apnea include African Americans (AAs) and individuals with psychiatric disorders, yet little is known about whether such individuals are at increased risk of CPAP non-adherence. This study examined rates of CPAP adherence in a large sample of AA and Caucasian American (CA) military veterans with and without comorbid mental health disorders. AAs used CPAP less than CAs throughout the first 3 months of treatment. AAs with mental health diagnoses showed the lowest CPAP adherence; additional research is needed to identify factors that may be increasing the risk for CPAP non-adherence in these individuals.