With a puppy or an older dog, accustom him right away to short periods of your absence. Start by leaving him for a few minutes in a room on his own. Gradually extend the amount of time you're gone until he learns that there are times when he's alone or when you aren't going to give him attention. You can also give the dog a signal to indicate that this isn't “his” time. He'll learn to recognize and associate this with being left to his own devices. Turn on a radio or jingle your keys. The trick is to give the signal every time, even for short periods, and make sure the dog sees you doing it.

Another way to decrease the possibility of separation anxiety is to reduce the amount of attention you give just before you leave the dog. When you return, don't make a big fuss over him. Greet him calmly and don't feed him or start any fun games until you've been home for a few minutes.