Does XBee has a feature like DHCP server client model to preserve its 16-bit MY short address for particular device?

I often changed my router to end device and vice-versa. Every time it changes its 16-bit MY short address.

Every time it is different than previous one.

Does XBee has that facility like DHCP client - server model?

Because in DHCP, dynamic address has been preserved for perticular device for some time.

Does that feature is available in XBee? I am using XBee Series 2 device

No, it does not. In the Zigbee versions of the product you are using, it is the Coordinator that assigns out the 16 bit address to the parent routers. The parent routers then assign them out to the end device children.