Wi-Fi tethering (i.e., sharing the Internet connection of a mobile phone via its Wi-Fi interface) is a useful functionality and is widely supported on commercial smartphones. Yet existing Wi-Fi tethering schemes consume excessive power: they keep the Wi-Fi interface in a high power state regard-less if there is ongoing traffic or not. In this paper we propose DozyAP to improve the power efficiency of Wi-Fi tethering. Based on measurements in typical applications, we identify many opportunities that a tethering phone could sleep to save power. We design a simple yet reliable sleep protocol to coordinate the sleep schedule of the tethering phone with its clients without requiring tight time synchronization. Furthermore, we develop a two-stage, sleep interval adaptation algorithm to automatically adapt the sleep intervals to ongoing traffic patterns of various applications. DozyAP does not require any changes to the 802.11 protocol and is incrementally deployable through software updates. We have implemented DozyAP on commercial smartphones. Experimental results show that, while retaining comparable user experiences, our implementation can allow the Wi-Fi interface to sleep for up to 88% of the total time in several different applications, and reduce the system power consumption by up to 33% under the restricted programmability of current Wi-Fi hardware.