HELP! Crying baby!

I'm at a loss! My 5 month old cries anytime we walk out of the room. I've tried everything I can think of to keep him occupied while I try to get things done around the house. I feel terrible letting him cry so I give in and pick him up.. 🙈 he's our only child and I stay at home with him so he gets tons of attention. Any suggestions on how to get him to self soothe??