There are two reasons why there might be a wet spot around your sprinkler:
The most common reason is called "Low Head Drainage." This is when the lowest head on the zone drains residual water from the piping system out of the sprinkler. Eventually, the draining will stop after all the water has leaked out of the pipe. To fix low head drainage, install check valves on the sprinklers which will hold back up to 7'(2.13m) of elevation or in areas with extreme elevation change, you may need an HCV underneath the sprinklers exhibiting this issue, which will hold back up to 32'(9.75m) of elevation.
Another reason may be water leaking through the valve, because it is not completely closing. Typically, water will leak through a valve because debris is in the valve. To fix this, you'll need to disassemble the valve, rinse all the parts with clean water, and re-assemble the valve.
Note: A check valve in the sprinkler will not fix this leak.