Sleep disorders are receiving more and more attention, and the accuracy and generalization of automated sleep stage classification are facing more and more challenges. However, due to the very limited human sleep data publicly available, the sleep stage classification task is actually similar to a few-shot scenario. And due to the widespread individual differences in sleep features, it is difficult for existing machine learning models to guarantee accurate classification of data from new subjects who have not participated in the training. In order to achieve accurate stage classification of new subjects’ sleep data, existing studies usually require additional collection and labeling of large amounts of data from new subjects and personalized fine-tuning of the model. Based on this, a new sleep stage classification model, Meta Transfer Sleep Learner (MTSL), was proposed. Inspired by the idea of Scale & Shift based weight transfer strategy in transfer learning, a new meta transfer learning framework was designed. The training phase included two steps: pre-training and meta transfer training, and many meta-tasks were used for meta transfer training. In the test phase, the model could be easily adapted to the feature distribution of new subjects by fine-tuning with only a few new subjects’ data, which greatly reduced the cost of accurate sleep stage classification for new subjects. Experimental results on two public sleep datasets show that MTSL model can achieve higher accuracy and F1-score under both single-dataset and cross-dataset conditions. This indicates that MTSL is more suitable for sleep stage classification tasks in few-shot scenarios.