In psychiatry, the sleep stage is one of the most important evidence for diagnosing mental disease. However, doctors require much labor and skill for diagnosis, so a quantitative and objective method is required for more accurate diagnosis since it depends on the doctor's experience. For this reason, an automatic diagnosis system must be developed. In this paper, we propose a new type of neural network (NN) model referred to as a sleep electroencephalogram (EEG) recognition neural network (SRNN) which enables us to detect several kinds of important characteristic waves in sleep EEG which are necessary for diagnosing sleep stages. Experimental results indicate that the proposed NN model was much more capable than other conventional methods for detecting characteristic waves.