Ah! My friend, I think you read that backwards... It was Jesus' disciples who misunderstood:

"After saying these things, he said to them, “Our friend Lazarus has fallen asleep, but I go to awaken him.” The disciples said to him, “Lord, if he has fallen asleep, he will recover.” Now Jesus had spoken of his death, but they thought that he meant taking rest in sleep. Then Jesus told them plainly, “Lazarus has died, and for your sake I am glad that I was not there, so that you may believe. But let us go to him.”"
- John 11:11-15

Jesus of course knew that Lazarus was dead; in fact, after hearing of Lazarus' illness, he deliberately delayed two days to be sure that Lazarus would die before he got there. It's an awesome story, found in the 11th chapter of John. The whole book of John is awesome!

Thanks for clearing that up for me. :D