Sleep disorder is a medicinal disorder of the snooze patterns of a person or living being. Some sleep disorders are serious adequate to obstruct with normal substantial, mental and emotional performance. In this research article, attribute and waveform of EEG Signals of human being are analyzed. The aim of this research is to draw the result in the form of signal spectrum analysis of the changes in the domain of different stages of sleep. The observations obtained on the EEG patterns can be analyzed for its utility in the diagnosis of sleep disorders like anxiety and depression. These disorders are reflected as the changes in the electrical activities and chemical activities in the brain that can be observed by capturing the brain signals and the images. In this research, Short Time-frequency analysis of Power Spectrum Density (STFAPSD) approach applied on Electroencephalogram (EEG) Signals for Diagnosis of Different type of sleep disorders.