Obstructive sleep apnoea (OSA) is a highly prevalent disorder associated with complications such as arterial hypertension, cardiovascular diseases and traffic accidents. The resources allocated for OSA are insufficient and OSA is a significant public health problem. Portable recording devices have been developed for the detection of OSA syndrome and have proved capable of providing an equivalent diagnosis to in-laboratory polysomnography (PSG), at least in patients with a high pre-test probability of OSA syndrome. PSG becomes important in patients who have symptoms and certain comorbidities such as chronic obstructive pulmonary disease or stroke, as well as in patients with a clinical history suggesting a different sleep disorder. Continuous positive airway pressure is the most effective treatment in OSA. Ambulatory monitoring of the therapeutic modalities has been evaluated to enhance the care process and reduce costs compared to the conventional approach, without sacrificing efficiency. This review evaluates the role of portable monitoring devices in the diagnostic process of OSA and the search for alternative strategies based on ambulatory management protocols.