How does the sleeping brain process external stimuli, and in particular, up to which extent does the sleeping brain detect and process modifications in its sensory environment? In order to address this issue, we investigated brain reactivity to simple auditory stimulations during sleep in young healthy subjects. Electroencephalogram signal was acquired continuously during a whole night of sleep while a classical oddball paradigm with duration deviance was applied. In all sleep stages, except Sleep Stage 4, a mismatch negativity (MMN) was unquestionably found in response to deviant tones, revealing for the first time preserved sensory memory processing during almost the whole night. Surprisingly, during Sleep Stage 2 and paradoxical sleep, both P3a-like and P3b-like components were identified after the MMN, whereas a P3a alone followed the MMN in wakefulness and in Sleep Stage 1. This totally new result suggests elaborated processing of external stimulation during sleep. We propose that the P3b-like response could be associated to an active processing of the deviant tone in the dream's consciousness.