Try giving him something small of yours to look after. He can put it in his pocket. Ask him to look after it until you come back. Then leave him for a really short time to start with, a walk to the shop a bit of MNing in the car. Extend the time that you leave him gradually.
All children have to learn that their parents are coming back, whether they learn it at 2, 3 or 4 makes no difference theynstill have to learn and feel confident that you will return.
Giving him something to look after will reassure him that you are going to come back for him and the item he is looking after.
Always say goodbye, never sneak off while he is playing he will notice and panic.
I think mine thought they were missing out on what I might be doing at home without them.
I always told them that I had to go home to do the ironing so they knew it would be very boring at home. Think of an activity he doesn't like you to do and say that's what it is you are doing.
Another suggestion is to say that you will be making his favourite lunch for when he comes back, you just need to go to the supermarket to buy the stuff while he is at nursery and you'll see him v soon.
Granted it's only his third session (on Monday) and he's 5 weeks away from being 4 but he's already saying "I don't want to go to school on Monday" and last week I carried him (objecting vociferously) into the classroom. I have stayed with him for 2 x 3hour sessions and very gradually he will leave my side and start joining in activities. He doesn't look to me for approval when he joins in a game or follows teachers instructions, in other words he joins in fully once he decides to join in. I just sit as quietly as I can, not engaging with him but being there for reassurance. I am not worried about his ability to get on (eventually) but I am wondering if there's anything I could do to make this transition easier. He has never been looked after by other than me or his dad or his big sister and (I now realise) has never mixed with kids his own age before apart from in the playground a few times. I don't want to leave him there crying nor am I looking for absolution from him about leaving him there but if I felt he was happy to be left I would do so. I had this same problem with his sister and she never improved until she went to big school. I suppose I feel a bit of a failure as a mother as younger children skip along in without a backward glance. I have asked him to think about WHY he "doesn't like school" but he says he doesn't know why not and he talks about wanting friends so I explain that school is where he'll make friends and that's where his sister met her friends.Of course it's not obligatory to make him go but I feel that he will benefit from it (as will I!) and he will make friends which he really wants. Any advice for me would be most welcome!