A nasal pillow system for treating sleep apnea is disclosed that may include a nasal pillow. The pillow has a cavity wall that defines a cavity, and two nasal interface structures connected to and extending away from the cavity wall. The nasal interface structures are in fluid communication with cavity. Each nasal interface structure includes a conical nasal interface, a cylindrical trunk structure connected to conical nasal interface and an annular relief pocket connected to the cylindrical truck structure and the cavity wall. The connection between the annular relief pocket and the cavity wall defines substantially a plane, and a first portion of the annular relief pocket extends away from the plane and a second portion extends towards the plane.