In virtually all cases I have encountered, this problem is a result of incorrect lighting settings. I assume you calibrate your monitor. The calibration software should let you set the brightness. Most people edit between 80 and 110 cd/m^2, which is much darker than most monitors come out of the box. I personally use 100 or 110. However, what people often fail to tell you is that the critical issue is not just the monitor brightness, but the relative brightness of the monitor compared to the ambient light. You can see this very easily. Put the lights in the room as bright as they go, and put any image on the monitor. Then turn the lights off, and the image will appear brighter.
So, what one needs to do is this:
1. Set the monitor to a reasonable brightness.
2. Try moderate lighting as a starting point.
3. Softproof the image
4. Make a print and compare it to the monitor.
Adjust #2 as needed.
However, printed (reflective) and on-monitor (emissive) images never look exactly the same.
For the most part, this is separate from printer settings. However, I found that after all of my tinkering, I get the best results by adding a very slight (+10) brightness adjustment in the Lightroom print module, which is where I do almost all of my printing.