—Low sample size and the absence of labels on certain data limits the performances of predictive algorithms. To overcome this problem, it is sometimes possible to learn a model on a large labeled auxiliary dataset. Yet, this assumes that the two datasets exhibit similar statistical properties which is rarely the case in practice: there is a discrepancy between the large dataset, called the source, and the dataset of interest, called the target. Improving the prediction performance on the target domain by reducing the distribution discrepancy, between the source and the target domains, is known as Domain Adaptation (DA). Presently, Optimal transport DA (OTDA) methods yield state-of-the-art performances on several DA problems. In this paper, we consider the problem of sleep stage classification, and use OTDA to improve the performances of a convolutional neural network. We use features learnt from the electroencephalogram (EEG) and the electrooculogram (EOG) signals. Our results demonstrate that the method significantly improves the network predictions on the target data.