Puppy's are trying to adapt to not being with their mom and dad and brothers and sisters...They are a little unsure. I looked and thought that this might help:
Amazon.com: Petstages Heartbeat Pillow: Pet...
Product Description
Adorable plush pillow uses the sound of a heartbeat to calm and sooth an anxious puppy or dog. The pillow contains a heartbeat mechanism that can be turned on as desired or removed for washing. It provides a great way to reduce separation anxiety in dogs and/or ease the transition into a new home for a puppy.
Good luck....