“Should I sleep with a knee brace on?”

Unless you have severe instability (knee gives out when you get up), I would suggest not wearing a brace. If you have swelling in the knee and the fact that you're not moving the leg, you may increase your risk of a blood clot. Wear the brace for compression and stability when you are moving.
Good luck.

It depends on why you are wearing the knee brace. Most conditions which require a brace (instability) do not require the brace in bed.

Christopher B. Michelsen, MD, FAOA, FAAOS, FACS