First of all you do not give us much to go on.
Is the printer connected usb, connected by ethernet, or is it wireless?
How many devices print to this printer and what kind of devices are they (windows, android, ios)
If by "running" you mean its control panel stays lit, first turn printer off, remove it power cord for about 20 seconds. Plug power back in and turn printer back on. Print something and see if printer will sleep. If it does, you solved the problem simply by resetting the printer.
If it still won't sleep, Turn off all devices that use your printer. Turn printer off then back on, and make a copy of something. If its control panel doesn't go to sleep within a reasonable amount of time after copying, the problem is in the printer sleep settings or in the printer control panel itself..
If it sleeps after copying, Power on your devices one at a time and print something. Check that the printer sleeps after each one. If you get to a device that's print job hoses up the printer's sleep. You would have to troubleshoot that device. If it works after you connect them all, you should be good to go.