Start slowly. There's no rush.

When you've played with your dog and he's tired, leave him alone in a room for a few minutes.

If he starts to whine don't go back in the room. Wait until he's quiet for a bit and then go in and praise him.

Keep doing this and extend the time he's alone.

Make sure you tell your dog you're going. Don't try and sneak out, this just creates anxiety.

Do not make a big deal out of having to leave the house.

Have a particular toy for the dog that shows him you are going out. Kongs with a treat hidden inside are great for this.

A good idea is to leave your dog with something that smells of you - an old jumper.

Having your dog sleep with you is likely to increase separation anxiety. It's a personal choice, but your dog will learn much more quickly if he learns to sleep alone.