A method for monitoring the depth of anesthesia is provided for detecting the conscious state of one being anesthetized in the recovery phase or induction phase of anesthesia course in order to facilitate an anesthesiologist to predict exactly the dosage of an anesthetic required. At first, an original electroencephalogram (EEG) is taken from one being tested. Then, the original electroencephalogram is analyzed by approximate entropy to obtain its approximate entropy value. Next, the approximate entropy value is multiplied by 1000/17, and the corrected value is assumed as the predicted value of depth of anesthesia. The predicted value of depth of anesthesia represents degree of the conscious state or the depth of anesthesia for the one being tested. The higher the predicted depth of anesthesia value, the more conscious the one being tested is, i.e., in a shallower depth of anesthesia. On the other hand, the lower the predicted depth of anesthesia value, the less conscious the one being tested is, i.e., in a deeper depth of anesthesia.