Pedro,
You can definitely sleep while wearing your Innerwear with no problem.
However you will need to test and see whether you can comfortably wear the spandex sleeves and/or Retainer Band layered on top. If you combine all of the accessories it can construct the erection to the extent that it must be removed to resume sleeping.
If your Innerwear is brand new that also could be a factor so give it a week or so to properly break-in to fit before coming to a conclusion.
If you have already eliminated these likely causes then you can be sure that you are wearing a size too small in girth.
I am interested to hear your reply.