adrianasanchez, download the manual. It is available right here. It says that:"

Turn on iPod nano - Press any button.

Turn off iPod nano - Press and hold Play/Pause

The Nano technically does not turn off, it goes to sleep. When it goes to sleep, it saves the battery.After holding down the play/pause button, it will turn off, or go into low power mode, after a period of time. If you turn it on immediately after pressing the button, it will just awake. Hope this helps, good luck.