We explore the synergy between photometric and spectroscopic surveys by searching for periodic variable stars among the targets observed by the Apache Point Observatory Galactic Evolution Experiment (APOGEE) using photometry from the All-Sky Automated Survey for Supernovae (ASAS-SN). We identified 1924 periodic variables among more than 258 000 APOGEE targets; 465 are new discoveries. We homogeneously classified 430 eclipsing and ellipsoidal binaries, 139 classical pulsators (Cepheids, RR Lyrae, and δ Scuti), 719 long-period variables (pulsating red giants), and 636 rotational variables. The search was performed using both visual inspection and machine learning techniques. The light curves were also modelled with the damped random walk stochastic process. We find that the median [Fe/H] of variable objects is lower by 0.3 dex than that of the overall APOGEE sample. Eclipsing binaries and ellipsoidal variables are shifted to a lower median [Fe/H] by 0.2 dex. Eclipsing binaries and rotational variables exhibit significantly broader spectral lines than the rest of the sample. We make ASAS-SN light curves for all the APOGEE stars publicly available and provide parameters for the variable objects.