A Brain-Computer Interface (BCI) provides an alternative communication interface between the human brain and a computer. The Electroencephalogram (EEG) signals are acquired, processed and machine learning algorithms are further applied to extract useful information. During EEG acquisition, artifacts are induced due to involuntary eye movements or eye blink, casting adverse effects on system performance. The aim of this research is to predict eye states from EEG signals using Deep learning architectures and present improved classifier models. Recent studies reflect that Deep Neural Networks are trending state of the art Machine learning approaches. Therefore, the current work presents the implementation of Deep Belief Network (DBN) and Stacked AutoEncoders (SAE) as Classifiers with encouraging performance accuracy. One of the designed SAE models outperforms the performance of DBN and the models presented in existing research by an impressive error rate of 1.1% on the test set bearing accuracy of 98.9%. The findings in this study, may provide a contribution towards the state of the art performance on the problem of EEG based eye state classification.