How can I set my device to require password when i want turn off it?

That is not something you can do.

as kb1951: impossible do it but... why u need a similar feature?

As already said, it's unfortunately not possible to require a password to turn off the iPhone.

Majid Kamali wrote:

Because when lost my devise, nobody can turn off it and I can find it with Find My iPhone

That doesn't solve the problem. If someone has your device, they can defeat Find My iPhone in many different ways, not just turning it off. They can remove the SIM. They can turn on Airplane Mode from the Control Center. They can wrap it in aluminum foil. They can drop it in a shoplifter's shielded shopping bag. They can Restore it as New using iTunes (they won't be able to use if it Find my iPhone is enabled, but they can still restore it). Once the battery runs down (which will probably be less than a day if it isn't turned off) you won't be able to find it.

Majid Kamali wrote:

Once when I had install iOS 8 recently, when I wanted to turn off my iPhone, it asked me to enter my password; But only this once happened it.

Sorry but you're mistaken. That never happened as that's not and has never been a feature of iOS.

Hi Majid,

This suggestion has been made quite a few times.

Find my iPhone - prevent from theif turning it off with passcode?

There's the question of whether this would stop the thief at all, given there are other ways to disable network access such as wrapping the phone in tin foil or removing the SIM card. There's also the more practical problem of how many people forget their passcode to unlock their phones, which would make things even worse if they can't even turn their phone off. Also, Apple doesn't recommend trying to track down a stolen phone yourself, because it could be dangerous to confront a thief. So knowing where your stolen phone is wouldn't be helpful unless law enforcement is willing to get involved. But you're more than welcome to contact Apple with the suggestion at: http://www.apple.com/feedback/

Another good point. If you forget your passcode, here are the instructions for restoring functionality using Recovery Mode (which sets up the phone as New and erases all content): If you can't update or restore your iPhone, iPad, or iPod touch - Apple Support

You will notice the first step:Turn off your device and leave it off.

But if you can't turn it off because you've forgotten your passcode, how do you proceed?