An interface pillow for insertion into a nostril of a user for delivering positive air pressure (e.g. during sleep) has a pliable member having a body. The body has an insertion end and a distal sealing end that includes a seal for interfacing with a cannula. An insertion bulge extends from the body limiting an insertion distance into the user's nostrils. An insertion area of the body extends between the insertion end and the insertion bulge, the sides of which angle inwardly towards the insertion end at an angle. The outer shape of the insertion area is flattened on one side for interfacing with a septum of a nose, and an upper interface area of the outer shape of the insertion area is narrower than a lower interface area of the outer shape of the insertion area to conform to a shape of a nostril of the nose.