After a LONG exercise session, take the puppy into a boring room (I know, "boring" is a relative term, but do your best, LOL) like a bathroom. Bring a long book and make yourself comfortable. EVENTUALLY the puppy will get bored and lay down. It could take a while... I once waited 45 minutes. When the puppy lays down, click and throw an AMAZING PARTY for like 30-60 seconds. Then go back to reading your book and wait for the puppy to lay down again. Or just end the session after the one click, and come back to it later. Don't expect the second down to be faster than the first (though it
usually is), you may be waiting another 45 minutes (but that's kind of the worst case scenario
).
I really like this method for high energy dogs, because it's a great way to teach them:
1. The Down cue;
2. How to relax in a boring place;
3. To think about offering behaviors for rewards instead of just waiting to be lured;
4. That you know how to throw AWESOME PARTIES for good behaviors.
All really important life lessons for puppies as well as dogs new to training. It may take a long time for the behavior to really sink in to the puppy's brain, but given how many valuable lessons are in that session, IMO it's very much worth it in the long run.
One more suggestion: If you're going to do this method to teach down, I'd suggest NOT teaching sit until after they have down figured out. You can teach sit in certain contexts, like sit at the door, but if the puppy thinks he's supposed to sit in the boring room, it will take some extra time for him to figure out that sitting is not going to work there.