During sleep, recognizing threatening signals is crucial to determine when to wake up and when to continue vital sleep functions. Screaming is perhaps the most efficient way for communicating danger at a distance or in conditions of limited visibility. Screams are characterized by rapid modulations of sound pressure in the so-called roughness range (i.e., 30-150 Hz) which are particularly powerful in capturing attention. However, whether these rough sounds are also processed in a privileged manner during sleep is unknown. We tested this hypothesis by presenting human participants with low-intensity vocalizations, including rough screams and neutral, low-roughness vocalizations during wakefulness and during a full night of sleep. We found that screams evoked cortical responses with higher theta phase-consistency as compared to neutral vocalizations during both wakefulness and NREM sleep. In addition, screams boosted sleep spindle power, suggesting elevated stimulus salience. These findings demonstrate that, even at low sound intensity (e.g., from a distant source), vocalizations' roughness conveys stimulus relevance and enhances exogenous processing in both the waking and sleeping states. Preserved differential neural responses based on stimulus salience may ensure adaptive reactions in a state where the brain is mostly disconnected from external inputs.