Computer won't sleep

Sometimes when I select sleep from the power options menu, the computer won't actually enter sleep mode. The monitor will turn off, but I can still hear the computer running. If I move the mouse, the screen will turn back on as if it was simply in a screensaver. What could the issue be? I am running Windows 8.1 Pro.

Well I'd assume the fan(s) would still be running unless you shut down the machine...