Network function virtualization (NFV) is a new network architecture framework that implements network functions in software running on a pool of shared commodity servers. NFV can provide the infrastructure flexibility and agility needed to successfully compete in today's evolving communications landscape. Any service is represented by a service function chain (SFC) that is a set of VNFs to be executed according to a given order. The running of VNFs needs the instantiation of VNF instances (VNFIs) that are software modules executed on virtual machines. This paper deals with the migration problem of the VNFIs needed in the low traffic periods to turn OFF servers and consequently to save energy consumption. Though the consolidation allows for energy saving, it has also negative effects as the quality of service degradation or the energy consumption needed for moving the memories associated to the VNFI to be migrated. We focus on cold migration in which virtual machines are redundant and suspended before performing migration. We propose a migration policy that determines when and where to migrate VNFI in response to changes to SFC request intensity. The objective is to minimize the total energy consumption given by the sum of the consolidation and migration energies. We formulate the energy aware VNFI migration problem and after proving that it is NP-hard, we propose a heuristic based on the Viterbi algorithm able to determine the migration policy with low computational complexity. The results obtained by the proposed heuristic show how the introduced policy allows for a reduction of the migration energy and consequently lower total energy consumption with respect to the traditional policies. The energy saving can be on the order of 40% with respect to a policy in which migration is not performed.