Obstructive sleep apnea (OSA) syndrome is a common sleep disorder. As an alternative to polysomnography (PSG) for OSA screening, the current automatic OSA detection methods mainly concentrate on feature extraction and classifier selection based on physiological signals. It has been reported that OSA is, along with autonomic nervous system (ANS) dysfunction and heart rate variability (HRV), a useful tool for ANS assessment. Therefore, in this paper, eight novel indices of short-time HRV are extracted for OSA detection, which are based on the proposed multi-bands time-frequency spectrum entropy (MTFSE) method. In the MTFSE, firstly, the power spectrum of HRV is estimated by the Burg-AR model, and the time-frequency spectrum image (TFSI) is obtained. Secondly, according to the physiological significance of HRV, the TFSI is divided into multiple sub-bands according to frequency. Last but not least, by studying the Shannon entropy of different sub-bands and the relationships among them, the eight indices are obtained. In order to validate the performance of MTFSE-based indices, the Physionet Apnea-ECG database and K-nearest neighbor (KNN), support vector machine (SVM), and decision tree (DT) classification methods are used. The SVM classification method gets the highest classification accuracy, its average accuracy is 91.89%, the average sensitivity is 88.01%, and the average specificity is 93.98%. Undeniably, the MTFSE-based indices provide a novel idea for the screening of OSA disease.