Dolphins sleep with one eye open

Dolphins are known to be one of the smartest animals on the planet—possibly because they can conserve their brain power. Because they must be constantly on the lookout for predators, the marine mammals have developed a neat trick of maintaining partial consciousness even as part of their brain sleeps. Researchers have tested whether this "half sleep" negatively impacts the animals' alertness during the day, but have found that even after five days of having their nocturnal alertness constantly tested, they've remained as alert and perceptive as ever.

Dolphins only close one eye when they sleep; the left eye will be closed when the right half of the brain sleeps, and vice versa.

The main reason is to protect themselves from the predators.