The current trend to incorporate the Wireless LAN technology in increasingly smaller mobile devices poses new challenges, in terms of QoS and power consumption requirements, for the design of such devices. IEEE 802.11 and 802.11e define mechanisms to address these challenges but do not provide any guidance about how to design the algorithms required to make use of them to achieve an optimum performance. The work presented in this paper focuses on the design of an adaptive algorithm for the distributed power saving mechanisms of Wireless LANs when facing the challenge of providing QoS to devices in a power save mode. Our main contributions are (i) an analytical model that captures the dependencies between the QoS experienced and the configuration of the Wireless LAN distributed power saving mechanisms, (ii) a generic algorithm based on the steepest descent method that, using only information available in the MAC layer, adapts to the applications’ characteristics and configures a power saving mechanism in order to provide a satisfactory QoS experience, (iii) an analysis of the convergence properties of the proposed algorithm that provides the optimum values of its configurable parameters, and (iv) a thorough simulative study that demonstrates the suitability of our adaptive solution in todays typical Wi-Fi deployments and its advantages in front of existent solutions in the state of the art.