Background: Coping strategies are predictive of 1 week CPAP use. Coping strategies may predict longer-term CPAP use among adults with obstructive sleep apnea (OSA). Objectives: To investigate the influence of two coping styles (active and passive) and individual coping processes on CPAP use at 1 week and 1 month; and explore the association between self-efficacy and coping on CPAP use. Participants: CPAP-naïve adults (52.3% male, 90.9% White) newly diagnosed with OSA (AHI ≥ 5 events/hr) from two U.S. clinical sleep centers (n = 66). Methods: A post-hoc analysis from a prospective, longitudinal study that examined influential factors on CPAP use among CPAP-naïve patients with newly diagnosed OSA. The Ways of Coping Questionnaire and the Self-Efficacy Measure for Sleep Apnea were completed immediately after CPAP titration polysomnography. Objective 1 week and 1 month CPAP use (mean hr/night) were the primary outcomes. Descriptive analyses and stepwise multiple linear regression analyses modeling for CPAP use (mean hr/night). Results: Active coping was significantly associated with greater CPAP use (mean hr/night) at 1 week, but not at 1 month (p = 0.0397; p = 0.0556, respectively). Higher Planful Problem Solving was significantly associated with greater average CPAP use at 1 week and 1 month (p = 0.0117, p = 0.0378, respectively). Self-efficacy was significantly associated with greater average CPAP use at 1 week (p = 0.0056) and 1 month (p = 0.0056). Conclusions: Self-efficacy and Planful Problem Solving coping are promising behavioral intervention targets to promote CPAP use in newly diagnosed OSA.