By default ContextMenu
closes on any click of menuItem.
But, however since you haven't posted more of your XAML code here. I suspect at top level or on this MenuItem you must have set StaysOpenOnClick to true.
<MenuItem Header="submenuitem1"
StaysOpenOnClick="true"
IsCheckable="true"/>
Remove that value if set or set that to false which is default value for all menu items.