We don't usually say it that way, Zhonglin. The usual phrase would be something like "I woke up when they came," or "I was suddenly wide awake when they came." However, "I lost my sleepiness" is not grammatically incorrect. It would be a bit unusual, but I like it. It would be a novel way to express the thought.
OK, please clarify your context, it would be wrong to say that(my previous proposition) if you were just sleepy, but you felt alive when they came. If you wanted to say they disturbed you when you were sleeping or taking a nap, you could say it.