The power-saving class of type I (PSC I), one of the sleep mode operations in the IEEE 802.16e standard, is designed to reduce power consumption for non-real-time traffic. However, the inefficiency of PSC I comes from its configuration and operation. Based on the notions of IEEE 802.16m sleep mode operation, a statistical sleep window control (SSWC) approach is proposed to improve energy efficiency for mobile stations in this paper. The SSWC approach exploits a partially observable Markov decision process (POMDP) to conjecture the present traffic state. Based on the properties of POMDP, the optimal policy for sleep window selection is acquired in the SSWC approach. The performance evaluation is conducted and compared via the simulations. Simulation results show that the proposed SSWC approach outperforms the IEEE 802.16e PSC I scheme and the inferred IEEE 802.16m power-saving mechanism.