I assume you meant 16F886?

From the datasheet...
During Sleep mode, all clocks to the EUSART are
suspended. Because of this, the Baud Rate Generator
is inactive and a proper character reception cannot be
performed.
You can use the AUTO-WAKE-UP ON BREAK feature of the EUSART, but there are several things to consider.

Take a look at section 12.3.2 AUTO-WAKE-UP ON BREAK
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