Insomnia is a common sleep disorder around the world, which is harmful to people’s health, daily life, and work. The paraventricular thalamus (PVT) plays an essential role in the sleep–wake transition. However, high temporal-spatial resolution microdevice technology is lacking for accurate detection and regulation of deep brain nuclei. The means for analyzing sleep–wake mechanisms and treating sleep disorders are limited. To detect the relationship between the PVT and insomnia, we designed and fabricated a special microelectrode array (MEA) to record electrophysiological signals of the PVT for insomnia and control rats. Platinum nanoparticles (PtNPs) were modified onto an MEA, which caused the impedance to decrease and improved the signal-to-noise ratio. We established the model of insomnia in rats and analyzed and compared the neural signals in detail before and after insomnia. In insomnia, the spike firing rate was increased from 5.48 ± 0.28 spike/s to 7.39 ± 0.65 spike/s, and the power of local field potential (LFP) decreased in the delta frequency band and increased in the beta frequency band. Furthermore, the synchronicity between PVT neurons declined, and burst-like firing was observed. Our study found neurons of the PVT were more activated in the insomnia state than in the control state. It also provided an effective MEA to detect the deep brain signals at the cellular level, which conformed with macroscopical LFP and insomnia symptoms. These results laid the foundation for studying PVT and the sleep–wake mechanism and were also helpful for treating sleep disorders.