Power conservation mechanisms allow the operator to meet the QoS requirements of its customers while offering mobility service for longer duration. Therefore, it is essential to maximize the battery life of WiMAX equipments. In this paper, we study the mechanisms of power conservation already proposed for the WiMAX network. We then propose an improved mechanism for energy conservation in the IEEE802.16e standard, taking into account the characteristics of the WiMAX network. Finally, we evaluate the various mechanisms of energy conservation in terms of energy consumption, mean delivery time and management throughput. We show through extensive simulations that our proposed mechanism retains more energy while providing a better mean delivery time and decreasing the management throughput.