Obstructive sleep apnoea syndrome (OSAS) is associated with several sleep disorders and sleep-related problems. Therefore, the aim of this study was to compare the effects of a mandibular advancement device (MAD) with those of nasal continuous positive airway pressure (nCPAP) on self-reported symptoms of common sleep disorders and sleep-related problems in mild and moderate OSAS patients. In this randomised placebo-controlled trial, sixty-four OSAS patients (52·0 ± 9·6 years) were randomly assigned to an MAD, nCPAP or an intra-oral placebo appliance in a parallel design. All participants filled out the validated Dutch Sleep Disorders Questionnaire (SDQ) twice: one before treatment and one after six months of treatment. With 88 questions, thirteen scales were constructed, representing common sleep disorders and sleep-related problems. Linear mixed model analyses were performed to study differences between the groups for the different SDQ scales over time. The MAD group showed significant improvements over time in symptoms corresponding with ‘insomnia’, ‘excessive daytime sleepiness’, ‘psychiatric sleep disorder’, ‘periodic limb movements’, ‘sleep apnoea’, ‘sleep paralysis’, ‘daytime dysfunction’, ‘hypnagogic hallucinations/dreaming’, ‘restless sleep’, ‘negative conditioning’ and ‘automatic behaviour’ (range of P values: 0·000–0·014). These improvements in symptoms were, however, not significantly different from the improvements in symptoms observed in the nCPAP and placebo groups (range of P values: 0·090–0·897). It can be concluded that there is no significant difference between MAD and nCPAP in their positive effects on self-reported symptoms of common sleep disorders and sleep-related problems in mild and moderate OSAS patients. These beneficial effects may be a result of placebo effects.