In this paper we study mobility effect and power saving in cognitive radio networks using mean field games. We consider two types of users: primary and secondary users. When active, each secondary transmitter-receiver uses carrier sensing and is subject to long-term energy constraint. We formulate the interaction between primary user and large number of secondary users as an hierarchical mean field game. In contrast to the classical large-scale approaches based on stochastic geometry, percolation theory and large random matrices, the proposed mean field framework allows one to describe the evolution of the density distribution and the associated performance metrics using coupled partial differential equations. We provide explicit formulas and algorithmic power management for both primary and secondary users. A complete characterization of the optimal distribution of energy and probability of success is given.