Continuous positive airway pressure (CPAP) is the treatment of choice for obstructive sleep apnoea (OSA), but compliance and variables involved in long-term CPAP adherence in females with OSA are unknown. We performed an observational study including all consecutive females diagnosed with CPAP who started CPAP treatment in two Spanish teaching hospitals between 1999 and 2007 and were followed-up until December 2010. The Kaplan-Meier method was used to calculate the probability of continuing with CPAP treatment and a multivariate Cox regression analysis was used to identify baseline predictors of CPAP dropout. We analysed 708 females, median (interquartile range) age 60 (52-67) years and apnoea-hypopnoea index 43.0 (27.2-66.8). Females were followed for a median of 6.2 (4.2-7.7) years. The probability of still being on CPAP at 5 and 10 years was 82.8% and 79.9%, respectively. The median CPAP use was 6 (interquartile range 4-7) h · day(-1). In the multivariate analysis, independent baseline predictors of CPAP dropout were psychoactive medication (hazard ratio 1.47, 95% CI 1.03-2.08), age (hazard ratio 1.01, 95% CI 1.00-1.03) and CPAP pressure (hazard ratio 0.89, 95% CI 0.81-0.96). Long-term CPAP adherence in females with OSA is good. Psychoactive medication and increasing age were independent predictors of CPAP dropout, whereas higher CPAP was associated with continued treatment.