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Sleep disorders, including obstructive sleep apnea, insomnia, restless legs syndrome, narcolepsy, and central sleep apnea, represent a major public health burden. Polysomnography is the diagnostic gold standard but is resource-intensive, leading to increasing use of home sleep apnea testing and wearable devices to improve accessibility. This systematic review evaluates deep learning models in sleep medicine across polysomnography, home sleep apnea testing, and wearable data, focusing on architectures, signal types, validation approaches, diagnostic tasks, and clinical readiness. A PRISMA 2020–compliant search was conducted in PubMed, IEEE Xplore, Scopus, and Web of Science for studies published from 2017 to 2025, including those applying deep learning for sleep staging, apnea/hypopnea detection, or sleep disorder diagnosis using PSG, HSAT, or wearable-derived signals. Twenty-nine studies were included. Convolutional neural networks were the most widely used architecture, often combined with recurrent or hybrid models for temporal dependencies, while transformer-based models have recently emerged for long-sequence sleep analysis. Deep learning methods demonstrate strong performance in sleep staging and respiratory event detection, especially using polysomnography data. However, limited external validation, heterogeneous datasets, and a lack of prospective clinical deployment remain major barriers to clinical translation.