I can imagine someone saying this without any fantasy/science fiction. It's a romantic idea. After all, soñar | dream isn't just about what we do when we're asleep. Here's one way that occurs to me to express your idea:
Ven a estar a mi lado en mi sueño. Or Acompáñame en mi sueño.
Now let's go a little farther with it. Let's say that A says to their partner, "Last night I dreamed that I half woke up from a beautiful dream, and took your hand to take you back into my dream with me. Let's try it tonight! Let's see if it works!"
Anoche soñé que me medio desperté de un sueño muy bello, y te agarré de la mano para llevarte conmigo a mi sueño otra vez. Vamos a probarlo etc.
Although I don't agree with Pablo about the idea being too contrived to come up in natural conversation, I do agree that in the right context, "Sueña conmigo" could work.
Note about my quasi-translation: I tend to take a gestalt approach to converting an idea from one language to the other. I think about the idea behind the original sentence and then let it express itself in the other language. So my results might be pretty different from what one would get from a strict translation as such. So, I'm not sure whether my answer is quite what you were after....