Energy-saving is vital in a mobile network as mobile terminals are energy contingent and is one of the most important features that extends the lifetime of portable devices. Mobile WiMAX (IEEE 802.16e) addresses the issues related to energy conservation at a Mobile Subscriber Station (MSS). In this paper, a power saving mechanism involving sleep mode operation is proposed for IEEE 802.16e networks. A Queuing model based Power Saving scheme (QPS) that dynamically alternates the sleep interval for different traffic classes is presented.