If your dog panics when you leave the house, it's likely because of separation anxiety. Changes to your dog's routine, such as a new family member or moving to a new location, can trigger separation anxiety in previously unaffected dogs.
Prepare Him for Your Departure
Work to ease your dog's panic before you ever leave the house. Make sure your pup gets plenty of physical activity and mental stimulation throughout the day, so when you're ready to leave, he'll be ready to rest. Activity, both physical and mental, also helps to relieve anxiety. Sticking your dog in the backyard by himself doesn't count -- take him for a walk, play fetch with him or spend some time working through obedience exercises to wear him down a little.
Making a big deal about leaving, reassuring your dog that you'll be back and cooing over him will only make him more anxious. Each time you leave and return, be calm and matter of fact. Sometimes, grab your jacket and car keys and go sit on the couch, rather than leave the house. When you leave, only go for a few minutes and then come back. Practice this, gradually extending the length of time you are gone.
Make Him Comfortable
Whether you crate your dog or not is a personal decision. Whether he is crated or not, you can do things to make the area where he stays more comfortable and relaxing while you are gone. Leave an item of your dirty clothing with him. He will find having a familiar smell close by comforting. You can also confine him to one room, where he cannot do much damage if he starts digging or chewing. Even if he isn't destructive, he may get more worked up when he has free range of the entire house. When left in a smaller, familiar area, he may quickly calm down and take a nap.
While you work on reducing your dog's panic while you are away, it's best to only leave him alone for brief periods of time. If you have to be away for longer, look into taking him to a doggy daycare. This is a temporary measure while you help your dog come to terms with his separation anxiety. If your dog's panic doesn't ease, talk to your veterinarian. There are non-sedating anti-anxiety medications available that do a good job of treating separation anxiety.