See section 14.8.1 of the datasheet on page 110/168. This is the excerpt

When the SLEEP instruction is being executed, the
next instruction (PC + 1) is pre-fetched. For the device
to wake-up through an interrupt event, the correspond
ing interrupt enable bit must be set (enabled). Wake-up
is regardless of the state of the GIE bit. If the GIE bit is
clear (disabled), the device continues execution at the
instruction after the SLEEP instruction. If the GIE bit is
set (enabled), the device executes the instruction afte
the SLEEP instruction and then branches to the inter
rupt address (0004h). In cases where the execution of
the instruction following SLEEP is not desirable, the
user should have an NOP after the SLEEP instruction.

Jerson