Merging Mobile Edge Computing (MEC), which is an emerging paradigm to meet the increasing computation demands from mobile devices, with the dense deployment of Base Stations (BSs), is foreseen as a key step towards the next generation mobile networks. However, new challenges arise for designing energy efficient networks since radio access resources and computing resources of BSs have to be jointly managed, and yet they are complexly coupled with traffic in both spatial and temporal domains. In this paper, we address the challenge of incorporating MEC into dense cellular networks, and propose an efficient online algorithm, called ENGINE (ENErgy constrained offloadINg and slEeping) which makes joint computation offloading and BS sleeping decisions in order to maximize the quality of service while keeping the energy consumption low. Our algorithm leverages Lyapunov optimization technique, works online and achieves a close-to-optimal performance without using future information. Our simulation results show that our algorithm can effectively reduce energy consumption without sacrificing the user quality of service.