Mild Cognitive Impairment (MCI) is an early stage of dementia, which may lead to Alzheimer's disease (AD) in older adults. Therefore, early detection of MCI and implementation of treatment and intervention can effectively slow down or even inhibit the progression of the disease, thus minimizing the risk of AD. Currently, we know that published work relies on an analysis of awake EEG recordings. However, recent studies have suggested that changes in the structure of sleep may lead to cognitive decline. In this work, we propose a sleep EEG-based method for MCI detection, extracting specific features of sleep to characterize neuroregulatory deficit emergent with MCI. This study analyzed the EEGs of 40 subjects (20 MCI, 20 HC) with the developed algorithm. We extracted sleep slow waves and spindles features, combined with spectral and complexity features from sleep EEG, and used the SVM classifier and GRU network to identify MCI. In addition, the classification results of different feature sets (including with sleep features from sleep EEG and without sleep features from awake EEG) and different classification methods were evaluated. Finally, the MCI classification accuracy of the GRU network based on features extracted from sleep EEG was the highest, reaching 93.46%. Experimental results show that compared with the awake EEG, sleep EEG can provide more useful information to distinguish between MCI and HC. This method can not only improve the classification performance but also facilitate the early intervention of AD.