syeda amna,
It is true that it is not always that digital circuits consumes less than analog circuits. This depends on the how complex is your digital and anolog circuit.
But in order to explain the origin of your assumption, let me add something:
Neglecting leakage, the main component of power consumption in digital circuits comes from the switching (current from VDD to ground, and to charge/discharge capacitors). This component only happens during the clock transitions.
In another side, analog circuits are always conducting. For this reason, one can think that analog circuits consumes more than digital.
I hope it is clear now.
Regards,