iOS 10 contains a new feature that gives a faint vibration along with the click sound that plays when you lock the screen. But if you don’t like this haptic feedback, you can disable this feature.

For some reason, this screen-locking vibration is part of the “Lock Sounds” feature, so you need to turn off Lock Sounds entirely to disable the vibration.

To do so, tap the “Settings” icon on the Home screen.
On the Settings screen, tap “Sounds”.
At the bottom of the Sounds screen, you’ll see the Lock Sounds setting. If the slider button is green, the setting is enabled. Tap the slider button to disable the setting.
The slider button is white when the setting is disabled.
From now on, you shouldn’t hear any sounds or feel any vibration when locking the screen.