Objective: Classification of sleep-wake states using multichannel electroencephalography (EEG) data that reliably work for neonates. Methods: A deep multilayer perceptron (MLP) neural network is developed to classify sleep-wake states using multichannel bipolar EEG signals, which takes an input vector of size 108 containing the joint features of 9 channels. The network avoids any post-processing step in order to work as a full-fledged real-time application. For training and testing the model, EEG recordings of 3525 30-second segments from 19 neonates (postmenstrual age of 37 1 05 weeks) are used. Results: For sleep-wake classification, mean Cohen’s kappa between the network estimate and the ground truth annotation by human experts is 0.62. The maximum mean accuracy can reach up to 83% which, to date, is the highest accuracy for sleep-wake classification.