Sleep mode issue

There are times when I will choose to put my Macbook pro to sleep whilst some windows/tabs are open, but it won't go to sleep straight away, so I press the "sleep" button in the menu again and it still doesn't go to sleep, I close the lid and the screen doesn't turn off, only after like 10 seconds.

I hope this is a software issue and not a hardware issue, I paid £1800 for this laptop, and it having issues going into sleep mode...unacceptable.