In this chapter, the authors use various signal processing techniques to analyze and gain insights on how ECG signals for patients suffering from sleep apnea (sleep apnea or obstructive sleep apnea occurs when the muscles that support the soft tissues in the throat, such as tongue and soft palate, relax temporarily) disease vary with respect to a normal person's ECG. The work has three stages: firstly, to identify waves, complexes, morphology in an ECG which reflect the presence of the disease; second, feature extraction techniques to extract features of ECG such as duration of the wave, amplitude distribution, and morphology classes; and third, detailed clustering (unsupervised) algorithm analysis of the extracted features with efficient feature reduction methodologies such as PCA and LDA. Finally, the authors use supervised machine learning algorithms (SVM, naive Bayes classifier, feed forward neural network, and decision tree) to distinguish between ECG signals with sleep apnea and normal ECG signals.