For Desktop
Go to https://www.facebook.com/settings?tab=videos
and select Off under ‘Auto-Play Videos’, default is currently On
For Smartphone
In the facebook app, enter the Settings menu, select Account Settings > Videos and Photos > Autoplay (under Video Settings section) and finally Never Autoplay Videos.
You can set videos to autoplay while on Wi-Fi, which won’t use your mobile data.
Apple iPhone users with iOS 9 will need to check the status of their Wi-Fi assist.