Information flow existed across brain regions, and varies dynamically during sleep. In evaluating brain communication and neural-oscillation connectivity across spatiotemporal scales, the phase-amplitude coupling (PAC) is well-explored. However, the directional connectivity is still a deficiency. In this work, we propose a cross-phase-amplitude transfer entropy method in quantifying the characteristics of multi-regional sleep dynamics. The simulation of multivariate nonlinear and nonstationary signals verifies both effectiveness and veracity of the proposed algorithm. The results achieved in sleep EEG of healthy adults indicate that the direction of PAC is from the occipital lobe to the frontal lobe in the Awake and N1 sleep stages. And the flow of PAC turns to the opposite direction for the other sleep stages, i.e., frontal-to-occipital lobe. Besides, the δ-θ/α PAC gradually strengthens with the deepening of the sleep. Of note, the PAC results in the REM sleep stage vary across different frequency pairs. The obtained results support the proposed method as a reliable tool in evaluating brain functions during sleep with brain signals. Clinical Relevance- This manifests the brain communication and neuron-oscillation connectivity across spatiotemporal scales. The proposed framework may be useful in identifying multi-regional sleep dynamics.