How do you deal with a controlling person?

One of my friends is very controlling of me. It's causing me major anxiety. If he doesn't like something I do, he threatens me. I'm terrified. He doesn't like me hanging out with anybody else except him. If I do, he lashes out on me. I work with him, so I feel like I can't get away from him. He said I'm the only person that he has, so that's why he's so weird with me. I can't deal with this anymore. When he threatens me, he says "I can make your life 10 x's worse." I truly believe he will do something to cause my life to be worse. Post something on social media, tell lies to someone about me, etc. I can't live my life the way I want to anymore because I'm completely controlled by him. If I try to get away, he threatens that he'll commit suicide.