An oral appliance for treating sleep apnea in a user includes a mouthpiece configured for being positioned in an oral cavity of the user, and at least one pulse oximeter attached to the mouthpiece. According to an aspect, the pulse oximeter is configured to monitor actual oxygen saturation levels of hemoglobin of the user when the oral appliance is positioned in the oral cavity of the user. The oral appliance may include an additional sensor attached to the mouthpiece that includes at least one of an airflow sensor, a pressure sensor, a noise detector, and an actigraphy sensor.