Obstructive sleep apnea (OSA) patients' consistent use of continuous positive airway pressure (CPAP) therapy is critical to realizing improved functional outcomes and reducing untoward health risks associated with OSA. We conducted a mixed methods, concurrent, nested study to explore OSA patients' beliefs and perceptions of the diagnosis and CPAP treatment that differentiate adherent from nonadherent patients prior to and after the first week of treatment, when the pattern of CPAP use is established. Guided by social cognitive theory, themes were derived from 30 interviews conducted postdiagnosis and after 1 week of CPAP use. Directed content analysis, followed by categorization of participants as adherent/nonadherent from objectively measured CPAP use, preceded across-case analysis among 15 participants with severe OSA. Beliefs and perceptions that differed between adherers and nonadherers included OSA risk perception, symptom recognition, self-efficacy, outcome expectations, treatment goals, and treatment facilitators/ barriers. Our findings suggest opportunities for developing and testing tailored interventions to promote CPAP use.