Puppies cry when left alone because they aren't used to being by themselves. From the time they are born, they have a mother, littermates or humans around. They understand that they are dependent on others, which makes being alone frightening. This is normal, age-appropriate behavior, but both you and your puppy will be much happier if he can learn to wait quietly for your return.
Take your dog for a walk before leaving so he can work off excess energy and use the bathroom. If he is nervous about being left alone, having pent-up energy will only make him more anxious and likely to cry. Time your walk so he has 10 or 15 minutes to calm down in the house before you leave. You don't want to put him straight in his crate or room from his walk, or he will start to anticipate you leaving, which will increase his anxiety levels.
Don't make a big deal about leaving or returning home. Fussing over your pet before you leave or enthusiastically greeting him when you return will only cement in his mind that being left behind is a big deal. Casually place him in the crate or his room on the way out the door, and when you return, let him out but continue taking off your shoes, hanging up your coat or whatever else needs done. Of course, during the potty-training days, a trip outside should occur pretty quickly after you arrive home.
If you have a fairly predictable schedule, one easy way to comfort your puppy while you are away is to make this his mealtime. Feeding him while you are gone gives him something to do, plus creates a pleasant association with you being away and him being on his own. If meals don't work out, get him a hard rubber chew toy that you can stuff with treats, and make that his special toy he only gets when he is alone.
Separation anxiety is common in the young of many species, including dogs. While you need to work with your pup so he can get comfortable with the idea of being alone, you shouldn't be overly concerned that a puppy who cries when left alone will act this way once he reaches adolescence. With a little help from you, your pup should outgrow this stage just like he outgrows chewing and needing a meal every three hours.
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