To dream that you are sleepwalking means that you are unable to relax completely. Some part of your body is still awake.
Dream dictionary: Sleepwalking dream meanings
Dreaming of yourself sleepwalking may be that its actually happening, for many dreams are produced precisely in a state of somnambulism. The warning of this dream is that deals are usually closed without a complete understanding, or as its generally said, being half-asleep, above the clouds or on the moon, which doesnt always work.