Sleep stages pattern provides important clues in diagnosing the presence of sleep disorder. By analyzing sleep stages pattern and extracting its features from EEG, EOG, and EMG signals, we can classify sleep stages. This study presents a novel classification model for predicting sleep stages with a high accuracy. The main idea is to combine the generative capability of Deep Belief Network (DBN) with a discriminative ability and sequence pattern recognizing capability of Long Short-term Memory (LSTM). We use DBN that is treated as an automatic higher level features generator. The input to DBN is 28 "handcrafted" features as used in previous sleep stages studies. We compared our method with other techniques which combined DBN with Hidden Markov Model (HMM).In this study, we exploit the sequence or time series characteristics of sleep dataset. To the best of our knowledge, most of the present sleep analysis from polysomnogram relies only on single instanced label (nonsequence) for classification. In this study, we used two datasets: an open data set that is treated as a benchmark; the other dataset is our sleep stages dataset (available for download) to verify the results further. Our experiments showed that the combination of DBN with LSTM gives better overall accuracy 98.75\% (Fscore=0.9875) for benchmark dataset and 98.94\% (Fscore=0.9894) for MKG dataset. This result is better than the state of the art of sleep stages classification that was 91.31\%.