Traditional sleep staging with non-overlapping 30-second epochs overlooks multiple sleep-wake transitions. We aimed to overcome this by analyzing the sleep architecture in more detail with deep learning methods and hypothesized that the traditional sleep staging underestimates the sleep fragmentation of obstructive sleep apnea (OSA) patients. To test this hypothesis, we applied deep learning-based sleep staging to identify sleep stages with the traditional approach and by using overlapping 30-second epochs with 15-, 5-, 1-, or 0.5-second epoch-to-epoch duration. A dataset of 446 patients referred for polysomnography due to OSA suspicion was used to assess differences in the sleep architecture between OSA severity groups. The amount of wakefulness increased while REM and N3 decreased in severe OSA with shorter epoch-to-epoch duration. In other OSA severity groups, the amount of wake and N1 decreased while N3 increased. With the traditional 30-second epoch-to-epoch duration, only small differences in sleep continuity were observed between the OSA severity groups. With 1-second epoch-to-epoch duration, the hazard ratio illustrating the risk of fragmented sleep was 1.14 (p = 0.39) for mild OSA, 1.59 (p < 0.01) for moderate OSA, and 4.13 (p < 0.01) for severe OSA. With shorter epoch-to-epoch durations, total sleep time and sleep efficiency increased in the non-OSA group and decreased in severe OSA. In conclusion, more detailed sleep analysis emphasizes the highly fragmented sleep architecture in severe OSA patients which can be underestimated with traditional sleep staging. The results highlight the need for a more detailed analysis of sleep architecture when assessing sleep disorders.