The singer, who famously sang Spirits In The Material World in the 1980s, said wife Trudie Styler also witnessed the figure, standing with a child in the corner of their bedroom.
Sting said he also experienced flying objects and mysterious voices in one of his homes in an interview to be played on Radio 2.
He said: ''I would never have said I believe in ghosts, until I saw one - and I've seen a ghost with my own eyes.''
The musician, whose former band The Police recorded an album Ghost In The Machine, continued: ''I was in bed one night, a very old house I used to live in. And I woke up at three in the morning, bolt upright, looked into the corner of the room and thought I saw Trudie standing there with a child - our child - in her arms, staring at me.
''And I thought 'well, that's strange - why is she standing in a corner, staring at me?'. And I then reached next to me and there was Trudie, and I suddenly got this terrible chill. And she woke up and said 'Gosh, who is that?' and she saw this woman and a child in the corner of the room.''
Sting told presenter Claudia Winkleman, in an interview to be broadcast on Friday night at 10pm, that the figure simply disappeared.
He added: ''A lot of things happened in that house, a lot of flying objects and voices and strange, strange things happened.
''When you live in old houses you get this energy there. Intellectually, no I don't believe in them (ghosts), but I've experienced them on an emotional level.''