Sleep is vital to our daily activity. Lack of proper sleep can impair functionality and overall health. While stress is known for its detrimental impact on sleep quality, the precise effect of pre-sleep stress on subsequent sleep structure remains unknown. This study introduced a novel approach to study the pre-sleep stress effect on sleep structure, specifically slow-wave sleep (SWS) deficiency. To achieve this, we selected forehead resting EEG immediately before and upon sleep onset to extract stress-related neurological markers through power spectra and entropy analysis. These markers include beta/delta correlation, alpha asymmetry, fuzzy entropy (FuzzEn) and spectral entropy (SpEn). Fifteen subjects were included in this study. Our results showed that subjects lacking SWS often exhibited signs of stress in EEG, such as an increased beta/delta correlation, higher alpha asymmetry, and increased FuzzEn in frontal EEG. Conversely, individuals with ample SWS displayed a weak beta/delta correlation and reduced FuzzEn. Finally, we employed several supervised learning models and found that the selected neurological markers can predict subsequent SWS deficiency. Our investigation demonstrated that the classifiers could effectively predict varying levels of slow-wave sleep (SWS) from pre-sleep EEG segments, achieving a mean balanced accuracy surpassing 0.75. The SMOTE-Tomek resampling method could improve the performance to 0.77. This study suggests that stress-related neurological markers derived from pre-sleep EEG can effectively predict SWS deficiency. Such information can be integrated with existing sleep-improving techniques to provide a personalized sleep forecasting and improvement solution.