Some studies have argued that obstructive sleep apnoea (OSA) increases the risk of breast cancer. However, the results are often conflicting. This study aimed to investigate associations between OSA and breast cancer incidence using the Korea National Health Insurance Service (KNHIS) database. This retrospective cohort study analyzed data from the KNHIS database. A total of 45,699 women (≥20 years of age) newly diagnosed with OSA between 2007 and 2014 were included. The control groups were a 5-fold, age-matched women who had not been diagnosed with OSA. Mean follow-up duration was 3.7 ± 2.3 years. The primary endpoint was newly diagnosed breast cancer. The breast cancer hazard ratio (95% confidence interval) was calculated for patients with OSA and compared with that of the control group. The incidence of breast cancer among patients with OSA was significantly higher than that among the controls (1.20 [1.04-1.39]). In particular, the incidence of breast cancer was higher among patients aged ≥65 years (1.72 [1.10-2.71]). The result suggests that OSA may be a risk factor for breast cancer in women.