It is important that he is able to stay without his parents presence in an age appropriate way. Usually pre schools wean off the children from their parents by calling the parents in the school over a pd of time and gradually reducing it till the child settled down. You should do the same at home.. Let him engage in solo and group activities for a stipulated time (where your involvement is lesser) . When the time is up, reach out to him and give him time and your attention. He will gradually be able to realise that separation is temporary and parents will come at the end of the day.

At the first place, don't be anxious ....you are transferring your anxiety on to your child.