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Neonatal sleep staging is crucial for understanding infant brain development and assessing neurological health. This study explores the optimal electrode configuration to reduce technical complexities and potential risks of causing skin irritation to neonates during data collection. A Multi-Branch Convolutional Neural Network (CNN) is used to categorize neonatal sleep states based on single-channel Electroencephalography (EEG) data. The proposed model was trained and tested on 16803 30-second segments from 64 infants, all of whom were at post-menstrual age between 36 and 43 weeks at the Children’s hospital of Fudan University. A total of 74 extracted time and frequency domain linear and non-linear features are applied to improve the performance of a Multi-Branch CNN-based classification model. Additionally, using principal component analysis (PCA), feature selection and feature importance are also applied to identify the most important features. Notably, the F3 channel outperforms other single-channels and has accuracy and kappa values 74.27±0.80% and 0.61, respectively. Furthermore, a combination of four left-side electrodes yields slightly better classification accuracy (75.36±0.57%) compared to the four right-side electrodes (74.76±1.10%), with corresponding kappa values of 0.63 and 0.62, respectively. In addition to providing insights into optimal electrode configuration using single-channel and multi-channel EEG data, the results highlight the critical role played by specific EEG channels in sleep stage classification. This research has the potential to enhance neonate care and monitor sleep more effectively, enabling early detection of sleep-related abnormalities such as sleep disorders. Furthermore, this research effectively captures information from a single-channel, reducing computing load while maintaining commendable performance. Additionally, integrating time and frequency domain linear and non-linear features into neonatal sleep staging can enhance accuracy and provide a deeper insight into the complex dynamics and irregularities of newborn’s sleep patterns.