This study aimed to investigate the potential correlation between three haematological inflammatory markers – the neutrophil-to-lymphocyte ratio (NLR), the systemic immune-inflammation index (SII), and the platelet-to-lymphocyte ratio (PLR) – and both all-cause mortality and cardiovascular disease (CVD) mortality in individuals with obstructive sleep apnea (OSA) symptoms. In this longitudinal study, data from the 2005-2008 and 2015-2018 National Health and Nutrition Examination Survey were collected. During a median follow-up of 96.33 months, 808 cases of all-cause mortality and 180 cardiovascular-related deaths were documented within the cohort of 7,621 participants with OSA symptoms. The results of the weighted Cox proportional hazard models indicated that both the NLR and the SII were significantly associated with an increased risk of both all-cause mortality and CVD mortality. Receiver operating characteristic curve analysis revealed the superior prognostic value of the NLR for 1-year, 3-year and 5-year all-cause mortality. Stratified analyses further revealed significant interactions between the NLR and diabetes and smoking status. Our results suggest that the NLR and the SII were independently associated with all-cause and CVD mortality in patients with OSA symptoms. The neutrophil-to-lymphocyte had the strongest prognostic value for mortality in this population.