There are two places to turn it off on the Apple TV itself:
- In the TV app: open the sidebar → Settings → turn off 'Play Next Episode' (and optionally 'Play a Recommendation' and 'Autoplay Video Sound').
- System-wide: Settings → Apps → TV → Auto-Play Next Video → Off.
Both switches govern the TV app's own playback. Third-party apps (Netflix, Disney+, and similar) have their own separate autoplay toggles inside each app — there is no tvOS-wide switch that covers everything.
iPhone and iPad are separate again: the TV app there has its own autoplay setting (Settings → Apps → TV), and it doesn't sync with the Apple TV box.
If you turn it off and the next episode still starts, it's a third-party app's own setting — check that app's profile/settings screen.
Sources: https://support.apple.com/en-us/guide/tvapp/atvbd0b95e5d/1.0
— Osnivo Support