While some wigs that fit you really well may stay on during the night if you decide to keep them, it is generally not advisable to do so. That is because during your sleep, you toss and turn, your hair rubs against your pillow and gets tangled and strands can get broken or pulled out. If you do decide to sleep with a wig on, it is best to opt for a specifically designed hair system or at least to tie up longer hair loosely and use a silk pillowcase to minimise friction.