It is common for the last head on the zone to leak out for a short period of time after that zone has shut off. However, if it is leaking all the time and not just after the sprinkler has run, the issue is likely the valve for that zone and not actually the head.  

If this is the first time your sprinkler has run for the season it may just have debris in the valve. Turning the water off then back on can flush the debris. Try that before you call for service. This is a very common problem early in the season. If flushing the valve doesn’t do the trick, the diaphragm may need either cleaned and reset or replaced entirely, Unless you are super handy, this is a job for a qualified technician and not a repair we can address here. 

To stop the leak you will need to shut off the water to the sprinkler system, either at the shut off valve inside or at the backflow outside.