In-laboratory polysomnography, the gold-standard for diagnosing sleep disorders, is resource-demanding and not conducive to multiple night evaluations. Ambulatory polysomnography, especially when self-applied, could be a viable alternative. This study aimed to assess the feasibility and reliability of self-applied polysomnography over three consecutive nights in untrained participants, assessing: technical success rate; comparing sleep diagnostic variables from single and multiple nights; and evaluating participants' subjective experience. Data were collected from 78 participants (55.1% females) invited to test a self-applicable polysomnography device for three consecutive nights at home. The technical success rate for valid sleep recordings was 82.5% out of 234 planned study nights, with 87.2% of participants obtaining at least two valid nights. Misclassification of obstructive sleep apnea severity was higher in participants with mild OSA (21.4%) compared with those with moderate-to-severe obstructive sleep apnea or no obstructive sleep apnea. Sleep efficiency and wake after sleep onset showed improvement from Night 1 to Night 3 (p < 0.001), and the mean polysomnography set-up time decreased significantly over this period. Participants reported moderate-to-high satisfaction with the device (System Usability Scale score 71.2 ± 12.4). The findings suggest that self-applied polysomnography is a feasible diagnostic method for untrained individuals at risk for sleep disorders, and that multiple night assessments can improve diagnostic precision for mild obstructive sleep apnea cases.