The advancement of telecommunication technologies has provided us with new promising alternatives for remote diagnosis and possible treatment suggestions for patients of diverse health disorders, among which is the ability to identify Obstructive Sleep Apnea (OSA) syndrome by means of Electrocardiograph (ECG) signal analysis. In this paper, the standard spectral bands’ powers and statistical interval-based parameters of the Heart Rate Variability (HRV) signal were considered as a form of features for classifying the Sultan Qaboos University Hospital (SQUH) database for OSA syndrome into 4 different levels. Wavelet packet analysis was applied to obtain and estimate the standard frequency bands of the HRV signal. Further, the single perceptron neural network, the feedforward with back-propagation neural network and the probabilistic neural network have been implemented in the classification task. The classification between normal subjects versus severe OSA patients achieved 95% accuracy with the probabilistic neural network. While the classification between normal subjects versus mild OSA subjects reached accuracy of 95% also. When grouping mild, moderate and severe OSA subjects in one group compared to normal subjects as a second group, the classification with the feedforward network achieved an accuracy of 87.5%. Finally, when classifying subjects directly into one of the four classes (normal or mild or moderate or severe), a 77.5% accuracy was achieved with the feedforward network.