Hi roseyone. It's called separation anxiety, which lots of puppies have. It can be managed by giving lots of cuddles, putting things like a woollie that has your scent in his bed, leaving him a treat each time you go out of the door (do it assertively, or he'll pick up that you're anxious about him), return within a few minutes and gradually increase the time you're out. Leave something like a Kong rubber toy which you can put little treats inside, or smear peanut butter in it, as that will keep him occupied whilst you're out, too. Should work within a few weeks.