Sleep, unlike wakefulness, facilitates the internal stimulus generation and hinders the processing of external stimulation. Nevertheless, evidence yielded by physiological studies in animals and event-related potential (ERP) studies in humans suggest that basic functions of the central auditory system are still preserved during sleep. This review is focused on the automatic change-detection function of the auditory system as revealed by a negative ERP component called mismatch negativity (MMN). MMN mainly originates in the auditory cortex, although it also receives an important contribution from subcortical areas (especially at thalamic level), as well as frontal areas. We discuss recent experiments supporting the use of MMN as an objective measure of sensory memory and long-lasting memories not only during wakefulness, but also during sleep. The outcome of the activation of MMN generating system during sleep highly differs from that in waking, especially when there is no previous information about the stimulus sequence in the neuronal network as a result of learning. We discuss these differences in MMN generation in terms of a dynamicist view of the brain that emphasizes the importance of the integration between bottom-up and top-down influences on sensory processing, independently of the processing level in the auditory hierarchy.