Accurate and noninvasive monitoring of the depth of anesthesia (DoA) is highly desirable. Since the anesthetic drugs act mainly on the central nervous system, the analysis of brain activity using electroencephalogram (EEG) is very useful. This paper proposes a novel automated method for assessing the DoA using EEG. First, 11 features including spectral, fractal, and entropy are extracted from EEG signal and then, by applying an algorithm according to exhaustive search of all subsets of features, a combination of the best features (Beta-index, sample entropy, shannon permutation entropy, and detrended fluctuation analysis) is selected. Accordingly, we feed these extracted features to a new neurofuzzy classification algorithm, adaptive neurofuzzy inference system with linguistic hedges (ANFIS-LH). This structure can successfully model systems with nonlinear relationships between input and output, and also classify overlapped classes accurately. ANFIS-LH, which is based on modified classical fuzzy rules, reduces the effects of the insignificant features in input space, which causes overlapping and modifies the output layer structure. The presented method classifies EEG data into awake, light, general, and deep states during anesthesia with sevoflurane in 17 patients. Its accuracy is 92% compared to a commercial monitoring system (response entropy index) successfully. Moreover, this method reaches the classification accuracy of 93% to categorize EEG signal to awake and general anesthesia states by another database of propofol and volatile anesthesia in 50 patients. To sum up, this method is potentially applicable to a new real-time monitoring system to help the anesthesiologist with continuous assessment of DoA quickly and accurately.