Is your dog chewing on furniture, digging a hole in the carpet or barking non stop when you have left him alone at home?
This is your dogs way of dealing with stress and anxiety and it is your job to recognise that and do something about it.
You need to reassure your dog that being left is OK and that it in fact can be quite a positive experience. By reassure I don't mean have a soppy voice and cuddle them close, feeling sorry for them. I mean training them to understand that being left alone is a good thing, a nice experience.
Do everything that you normally do when you are going out - put on your jacket, get your keys and mobile, turn the heating down, put the lights out in the kitchen... what ever your routines are - do that!
* Walk out of the door and close and lock it behind you. Wait for circa a minute and then go back inside again, take of your jacket, put the lights on again, turn the heating up... and do something relaxed - read a book, watch TV, start dinner, do the dishes... - but don't make a big fuss of the dog when you enter the door, a quick pat on the head or a 'hello' and just get on with what you are going to do (...dishes, read a book, etc.).
* Repeat this exercise as many times as you can muster every day, but with at least half an hours break in between each exercise.
* After a couple of days you can start expanding the time you are out of your home. First few days 2 minutes, the following days 3 minutes and so on... This is to teach the dog that you will come back soon and that there is no need to get excited. That is also the reason that you should not make a big fuss of the dog when you enter the door - you would just be making a big deal about her/him being left! A calmly spoken Hello and a quiet stroke over his back is sufficient as a greeting. You can help the dog cope with the loneliness in additional ways.
I always used to throw a handful of tiny treats (if your dog is keen on his regular kibble, you can use that), over my living room floor and sofa (yes, I allow my dogs everywhere in my home) and they could spend a good minute or two searching for their treats, before they even noticed I was gone.
There are many different ways to hide the treats or the dogs favourite toy, so that when you leave, it will actually be a positive experience for the dog!
This type of problem will be easier to solve with the help of an experienced dog behaviourist, who will set up your training to your specific needs, so I would like to advise you to get in touch with your local dog behaviourist. Just make sure he/she uses reward based methods and have been trained at a reputable school.