Background and objectives: Alzheimer’s disease is a progressive brain degeneration and is associated with a high prevalence of sleep disorders. Amyloid β peptide-42/40 (Aβ42/40) and Tau-pT181 are the core biomarkers in cerebrospinal fluid and blood. Accumulated data from studies in mouse models and humans demonstrated an aberrant elevation of these biomarkers due to sleep disturbance, especially sleep-disordered breathing (SDB). However, it is not clear if sleep quality improvement reduces the blood levels of Ab42/40 ratio and Tau-pT181 in Alzheimer’s disease patients. Materials and Methods: In this prospective study, a longitudinal analysis was conducted on 64 patients with mild–moderate cognition impairment (MCI) due to Alzheimer’s disease accompanied by SDB. Another 33 MCI cases without sleep-disordered breathing were included as the control group. Sleep quality was assessed using the Pittsburgh Sleep Quality Index (PSQI) score system. Neuropsychological assessments were conducted using the Montreal Cognitive Assessment (MoCA), Geriatric Depression Scale (GDS), Clinical Dementia Rating (CDR), 24-h Hamilton Rating Scale for Depression (HRSD-24), and Hamilton Anxiety Rating Scale (HAMA) scoring systems. Aβ42, Aβ40, and Tau-pT181 protein levels in blood specimens were measured using ELISA assays. All patients received donepezil treatment for Alzheimer’s disease. SDB was managed with continuous pressure ventilation. Results: A significant correlation was found among PSQI, HRSD-24, HAMA, Aβ42/40 ratio, and Tau-pT181 level in all cases. In addition, a very strong and negative correlation was discovered between education level and dementia onset age. Compared to patients without SDB (33 non-SD cases), patients with SDB (64 SD cases) showed a significantly lower HRSD-24 score and a higher Aβ42/40 ratio Tau-pT181 level. Sleep treatment for patients with SDB significantly improved all neuropsychological scores, Aβ42/40 ratio, and Tau-pT181 levels. However, 11 patients did not completely recover from a sleep disorder (PSQI > 5 post-treatment). In this subgroup of patients, although HAMA score and Tau-pT181 levels were significantly reduced, MoCA and HRSD-24 scores, as well as Aβ42/40 ratio, were not significantly improved. ROC analysis found that the blood Aβ42/40 ratio held the highest significance in predicting sleep disorder occurrence. Conclusions: This is the first clinical study on sleep quality improvement in Alzheimer’s disease patients. Sleep quality score was associated with patient depression and anxiety scores, as well as Aβ42/40 ratio and Tau-pT181 levels. A complete recovery is critical for fully improving all neuropsychological assessments, Aβ42/40 ratio, and Tau-pT181 levels. Blood Aβ42/40 ratio is a feasible prognostic factor for predicting sleep quality.