No. In fact he hasn’t actually slept since before he died. While death knights do have the ability to sleep though they don’t need it and it was actively discouraged in the Scourge. The idea of him sleeping hasn’t actually crossed his mind. 

Eventually, tho, I just imagine him drifting off to sleep as he’s drunkenly laying on Feiyn’s bed and she’s laying on top of him, rubbing his ears.