Auditory evoked potentials (AEPs) were recorded during presentation of stimuli of 1000 Hz (standard) and 2000 Hz (deviant) in trains of 10 tone bursts (one deviant per train) in the wake and rapid eye movement (REM) sleep states. The constant inter-stimulus interval (ISI) was 600 ms and the trains were separated by 3 s of silence. The deviant tone occurring at the train start elicited a mismatch negativity component (MMN) in both arousal states, displaying a peak latency between 100 and 150 ms post-stimulation at fronto-central areas. These results suggest the existence of an auditory memory trace (sensory memory) surviving for at least 3 s during REM sleep.