This study is focused on the analysis of blood oxygen saturation (SaO(2)) and heart rate (HR) from nocturnal oximetry using cross approximate entropy (Cross-ApEn). We assessed its usefulness in screening obstructive sleep apnea (OSA) syndrome. We applied Cross-ApEn(m,r,N) to quantify the asynchrony between paired SaO(2) and HR records of 74 patients (44 with a positive OSA diagnosis and 30 with a negative OSA diagnosis). Cross-ApEn values were significantly lower in the OSA positive group compared with those obtained in the OSA negative group. A receiver operating characteristic (ROC) analysis showed that the best results, in terms of diagnostic accuracy, were achieved with m = 2 and r = 0.6. With these input parameters, the optimum decision threshold was found at 1.7, where we achieved 95.5% sensitivity, 73.3% specificity and 86.5% accuracy. Further analyses should be carried out with new and larger data sets to test the usefulness of our methodology prospectively.