Directional‐discontinuous reception (D‐DRX) is proposed for millimetre‐wave enabled fifth‐generation communications. In addition to conventional active, short‐sleep and long‐sleep states, the proposed mechanism considers a separate beam searching state, to address alignment of directional beams between user equipment (UE) and evolved node B after a sleep cycle. Semi‐Markov process is explored to capture various states of UE and probabilistically estimate its power saving and delay. A numerical analysis is conducted to validate the performance of D‐DRX proposal. About 10% improvement is achieved in power saving with a marginal decrease in delay compared with maximum possible beam search time.