Traditional observational research has suggested a connection between socioeconomic position, mental health, and sleep apnea (SA), but the specifics of this connection are still unclear. Using the Mendelian randomization approach, we intended to evaluate the potential causal link between mental health, socioeconomic status, and SA.Our research employed summary statistics data from large-scale genome-wide association studies (GWAS) on mental health, socioeconomic status, and SA. In the main study, the connection between mental health, socioeconomic status, and SA was examined using the inverse variance weighted approach. In addition, as a supplement, we also used other Mendelian randomization methods, including MR Egger, weighted median, simple mode, and weighted mode.The primary analysis showed that educational attainment, including longer years of schooling, college or university degree, and higher intelligence was associated with a lower risk of SA (OR = 0.750, 95%CI = 0.653-0.862; OR = 0.558, 95%CI = 0.423-0.735; OR = 0.871, 95%CI = 0.760-0.999, respectively), while social deprivation was associated with a higher risk of SA (OR = 1.821, 95%CI = 1.075-3.085). And the income was not associated with the risk of sleep apnea (OR = 0.877, 95%CI = 0.682-1.129). In mental health exposure, major depressive disorder was associated with a higher risk of sleep apnea (OR = 1.196, 95%CI = 1.015-1.409), while attention-deficit hyperactivity disorder, bipolar disorder, and schizophrenia were not associated with the risk of sleep apnea (OR = 1.064, 95%CI = 0.958-1.181; OR = 1.030, 95%CI = 0.942-1.127; OR = 0.990, 95%CI = 0.957-1.025, respectively). Reverse MR analysis failed to find a causal effect from SA on mental health and socioeconomic status.This MR investigation offers proof of a possible causal relationship between SA, socioeconomic level, and mental health.© 2023. The Author(s).