It has long been thought that links between affect and sleep are bidirectional. However, few studies have directly assessed the relationships between: (1) pre-sleep affect and sleep electroencephalogram (EEG) activity; and (2) sleep EEG activity and post-sleep affect. This study aims to systematically explore the correlations between pre-/post-sleep affect and EEG activity during sleep. In a community sample of adults (n = 51), we measured participants' positive and negative affect in the evening before sleep and in the next morning after sleep. Participants slept at their residence for 1 night of EEG recording. Using Fourier transforms, the EEG power at each channel was estimated during rapid eye movement sleep and non-rapid eye movement sleep for the full range of sleep EEG frequencies. We first present heatmaps of the raw correlations between pre-/post-sleep affect and EEG power during rapid eye movement and non-rapid eye movement sleep. We then thresholded the raw correlations with a medium effect size |r| ≥ 0.3. Using a cluster-based permutation test, we identified a significant cluster indicating a negative correlation between pre-sleep positive affect and EEG power in the alpha frequency range during rapid eye movement sleep. This result suggests that more positive affect during the daytime may be associated with less fragmented rapid eye movement sleep that night. Overall, our exploratory results lay the foundation for confirmatory research on the relationship between daytime affect and sleep EEG activity.