For computers:
Go to your options drop-down menu in the top right.
Click “Settings”
Select the “Videos” link on the left.
Turn the “Auto-Play Videos” from “ON” to “OFF”

For Phones and tablet apps:
You can adjust your auto-play settings to On, Wi-Fi only or Off. If auto-play is On, the data used depends on the amount of time you spend watching a video. If you scroll past an auto-play video in News Feed, your phone will use less data than if you stop to watch it for a longer period of time. If auto-play is set to Wi-Fi only, no data will be used.

To adjust your auto-play settings:

Android

Open the Facebook app
Tap your phone’s menu button
Tap Settings
Scroll down and tap Video Auto-play
Choose an option

iPhone and iPad

Go to your phone or tablet’s settings
Scroll down and tap Facebook
Tap Settings
Below Video tap Auto-play
Choose an option