Wi-Fi Direct cannot be disabled directly on the Xiaomi smartphone. To turn off the connection or Wi-Fi Direct, all connections must be disconnected; if the last connection is removed, Wi-Fi Direct is disabled.

Android 10 | MIUI 12.0
Step 1:  Open the  Settings
Step 2:  Tap on  Wi-Fi
Step 3:  Tap on  Additional settings
Step 4:  Tap on  Wi-Fi Direct
Step 5:  Tap on the  connected device
Step 6:  Confirm with  OK
  1. Open the Settings
  2. Tap on Wi-Fi
  3. Tap on Additional settings
  4. Tap on Wi-Fi Direct
  5. Tap on the connected device
  6. Confirm with OK

Xiaomi Instructions