Welcome to colour management
Printers rarely display the colour gamut that computer monitors can, and that goes double for wide gamut monitors. If you're sure that your monitor is setup then your printer colour management is wrong.
Easy way to check:
In Photoshop click edit -> colour settings. Select the RGB dropdown box and scroll up. If one of the options is Monitor RGB - <insert profile here> (NEC2690WXKi serialno) in my case. Then photoshop is correctly displaying on the screen.
Click view proof setup -> custom. Select your printer's ICC profile, and work through the options of rendering intents. If the result now doesn't look like what you've printed then the colour is being translated incorrectly when you print.
So when you click file print:select photoshop manages colour, select your printer profile and your rendering intent. under your printer driver settings turn colour management OFF. Not windows ICM, not auto, OFF the colours will be translated by photoshop you do not want your print driver screwing with them again.
Try all that and let us know if it didn't work. Oh and let me know if you're not using photoshop :er: