Fractality is a common property in nature. It can also be observed in time series representing dynamics of complex processes. Therefore fractal analysis could be a useful tool to describe the dynamics of brain electrical activities in physiological and pathological conditions. In this study, we carried out a spatio-temporal analysis of monofractal and multifractal properties of whole-night sleep EEG recordings. We estimated the Hurst exponent (H) and the range of fractal spectra (dD) in 10 healthy subjects. We found higher H values during NREM4 compared to NREM2 and REM in all electrodes. Measure dD showed an opposite trend. Differences of H and dD between NREM2 and REM reached significancy at circumscribed regions only. Our results contribute to a deeper understanding of the fractal nature of brain electrical activities and may have implications for automatic classification of sleep stages.