Hello, I can understand your concern. Your daughter is having nightmares so she cries and screams in sleep and when she is awake, she feels fine. Nightmares are common in children every now and then especially between 3-6 years of age. She has reached an age where she understands that nightmare is just a dream and it is not real so she feels fine when she wakes up and does not need your comfort. However, there are some techniques that you can follow to reduce or eliminate them. Give her a security object like a stuffed soft toy or her favorite pillow that she can hug and sleep. This will give her sense of security during sleep and she will feel relaxed. Keep a nightlight in her room and keep it on during night. Talk to her in the daytime if something is bothering her or scaring her and you can give her counselling and make her brave regarding her fears. Observe if there is something that scares her during daytime. Do not let watch horror shows and scary movies if she is a fan of those. If nothing works and she keeps having troubled sleep, you should contact a psychiatrist to give her a counselling session and reach the root of this problem. I hope this information helps you. Thank you for choosing HealthcareMagic. I wish your daughter sleeps well! Best, Dr. Viraj Shah