General anesthesia is an essential part of surgery to ensure the safety of patients. Electroencephalogram (EEG) has been widely used in anesthesia depth monitoring for abundant information and the ability of reflecting the brain activity. The paper proposes a method which combines wavelet transform and artificial neural network (ANN) to assess the depth of anesthesia. Discrete wavelet transform was used to decompose the EEG signal, and the approximation coefficients and detail coefficients were used to calculate the 9 characteristic parameters. Kruskal-Wallis statistical test was made to these characteristic parameters, and the test showed that the parameters were statistically significant for the differences of the four levels of anesthesia: awake, light anesthesia, moderate anesthesia and deep anesthesia (P < 0.001). The 9 characteristic parameters were used as the input of ANN, the bispectral index (BIS) was used as the reference output, and the method was evaluated by the data of 8 patients during general anesthesia. The accuracy of the method in the classification of the four anesthesia levels of the test set in the 7:3 set-out method was 85.98%, and the correlation coefficient with the BIS was 0.977 0. The results show that this method can better distinguish four different anesthesia levels and has broad application prospects for monitoring the depth of anesthesia.