Awww, he will soon learn that you come back. It's so hard leaving them at first. Well...ever lol. I just came back to work today after being off for the last 5 days. I sooo hated leaving my babies this morning.
Just make sure you don't put up a big fuss when you leave. Some people say to not even say anything - just leave. I always say, "Ok. I'll be back in just a little bit. Bye. Take care of the house." Then, I leave. I don't know if it helps but I say it in a "matter of fact" tone so I think it does