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With the explosive growth in mobile data traffic, ultra-dense network (UDN) where a large number of small cells are densely deployed on top of macro cells has received a great deal of attention in recent years. While UDN offers a number of benefits, an upsurge of energy consumption in UDN due to the intensive deployment of small cells has now become a major bottleneck in achieving the primary goals viz., 100-fold increase in the throughput in 5G+ and 6G. In recent years, an approach to reduce the energy consumption of base stations (BSs) by selectively turning off the lightly-loaded BSs, referred to as the sleep mode technique, has been suggested. However, determining an appropriate active/sleep modes of BSs is a difficult task due to the huge computational overhead and inefficiency caused by the frequent BS mode conversion. An aim of this paper is to propose a deep reinforcement learning (DRL)-based …