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In this study, multidomain feature extraction was investigated based on time domain analysis, nonlinear analysis, and frequency domain analysis. Unlike the traditional feature calculation in time domain, a sequence merging method was developed as a preprocessing procedure. The objective is to eliminate the clutter waveform and highlight the characteristic waveform for further analysis. The numbers of the characteristic activities were extracted as the features from time domain. The contributions of features from different domains to the sleep stages were compared. The effectiveness was further analyzed by automatic sleep stage classification and compared with the visual inspection. The overnight clinical sleep EEG recordings of 3 patients after the treatment of Continuous Positive Airway Pressure (CPAP) were tested. The obtained results showed that the developed method can highlight the characteristic activity which is useful for both automatic sleep staging and visual inspection. 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