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Automatic sleep scoring is essential for the diagnosis and treatment of sleep disorders and enables longitudinal sleep tracking in home environments. Conventionally, learning-based automatic sleep scoring on single-channel electroencephalogram (EEG) is actively studied because obtaining multi-channel signals during sleep is difficult. However, learning representation from raw EEG signals is challenging owing to the following issues: 1) sleep-related EEG patterns occur on different temporal and frequency scales and 2) sleep stages share similar EEG patterns. To address these issues, we propose a deep learning framework named SleePyCo that incorporates 1) a feature pyramid and 2) supervised contrastive learning for automatic sleep scoring. For the feature pyramid, we propose a backbone network named SleePyCo-backbone to consider multiple feature sequences on different temporal and frequency scales. Supervised contrastive learning allows the network to extract class discriminative features by minimizing the distance between intra-class features and simultaneously maximizing that between inter-class features. Comparative analyses on four public datasets demonstrate that SleePyCo consistently outperforms existing frameworks based on single-channel EEG. Extensive ablation experiments show that SleePyCo exhibits enhanced overall performance, with significant improvements in discrimination between the N1 and rapid eye movement (REM) stages.