The pivotal role of sleep has led to extensive research endeavors aimed at automatic sleep stage classification. However, existing methods perform poorly when classifying small groups or individuals, and these results are often considered outliers in terms of overall performance. These outliers may introduce bias during model training, adversely affecting feature selection and diminishing model performance. To address the above issues, this paper proposes an ensemble-based sequential convolutional neural network (E-SCNN) that incorporates a clustering module and neural networks. E-SCNN effectively ensembles machine learning and deep learning techniques to minimize outliers, thereby enhancing model robustness at the individual level. Specifically, the clustering module categorizes individuals based on similarities in feature distribution and assigns personalized weights accordingly. Subsequently, by combining these tailored weights with the robust feature extraction capabilities of convolutional neural networks, the model generates more accurate sleep stage classifications. The proposed model was verified on two public datasets, and experimental results demonstrate that the proposed method obtains overall accuracies of 84.8% on the Sleep-EDF Expanded dataset and 85.5% on the MASS dataset. E-SCNN can alleviate the outlier problem, which is important for improving sleep quality monitoring for individuals.