Your entire brain does not fall asleep. A significant part of your brain is still working at reduced capacity and some is even fully awake even in your sleep. Specifically the area near your brain stem, in the “core” of your brain, is always awake. This is responsible for a lot of your instinctual behaviour and a lot of primitive behaviours. Things like breathing, temperature control, moving when you are uncomfortable, etc. And this includes your bowel movement and peeing.
While you sleep, your body releases a hormone called vassopressin, which makes your kidneys reabsorb water instead of sending it to the bladder. This means you produce less urine overnight.
Small children don’t usually produce enough vassopressin to stay dry for the whole night until they’re 3-7 years old.
Just want to add something here. There are clumps of neurons in your spinal cord (in lower back) that tell your bladder (more like urethra) to hold the pee in. These neurons are always active no matter if you are asleep or not. When you actually want to pee, you need to consciously command another clump of neurons to open up the urethra. So when you are sleeping, the “do not pee” neurons are always active and prevent you from peeing your bed.
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