Objective: Our study aimed to screen for obstructive sleep apnoea (OSA) in a clinical population of psychiatric patients with affective disorders and risk factors for OSA using screening devices in psychiatric clinical environments. Methods: Inpatients admitted with mood disorders in an inpatient psychiatric department were selected via inclusion and exclusion criteria and assessed for the risk factors of OSA. The inclusion criteria were: a diagnosis of an affective disorder confirmed by two independent psychiatrists, snoring or apnoeic pauses witnessed during regular night check-ups by nurses, and BMI > 25. The exclusion criteria were: a comorbid psychotic disorder, previously diagnosed OSA, intellectual disability, organic mental disorder, acute coronary syndrome, acute or chronic heart failure, acute pulmonary diseases, a history of stroke, neuromuscular disorders, or a myorelaxant treatment. All included patients underwent overnight monitoring by a screening device SomnoCHECK Micro Cardio. A certified somnologist assessed obtained data. Results: A total of 32 subjects (23 women and 9 men) were included in the study. The mean age was 49.8 ± 8.8 years. Most of the participants had major depressive disorder (n = 23); another nine individuals had bipolar disorder. Diagnostic criteria for OSA were found in 50% of the sample, specifically in 85% men and 33% women. The correlation analysis identified several risk factors and variables. Conclusion: This pilot study showed an increased risk of OSA in patients with mood disorders. Psychiatric patients with identified risk factors should be routinely screened for obstructive sleep apnoea and referred to proper treatment.