The influence of the coupled electroencephalography (EEG) signal in electrooculography (EOG) on EOG-based automatic sleep staging has been ignored. Since the EOG and prefrontal EEG are collected at close range, it is not clear whether EEG couples in EOG or not, and whether or not the EOG signal can achieve good sleep staging results due to its intrinsic characteristics. In this paper, the effect of a coupled EEG signal in an EOG signal on automatic sleep staging is explored. The blind source separation algorithm was used to extract a clean prefrontal EEG signal. Then the raw EOG signal and clean prefrontal EEG signal were processed to obtain EOG signals coupled with different EEG signal contents. Afterwards, the coupled EOG signals were fed into a hierarchical neural network, including a convolutional neural network and recurrent neural network for automatic sleep staging. Finally, an exploration was performed using two public datasets and one clinical dataset. The results showed that using a coupled EOG signal could achieve an accuracy of 80.4%, 81.1%, and 78.9% for the three datasets, slightly better than the accuracy of sleep staging using the EOG signal without coupled EEG. Thus, an appropriate content of coupled EEG signal in an EOG signal improved the sleep staging results. This paper provides an experimental basis for sleep staging with EOG signals.