Is it normal, bit worrying for him to cry!?

I left the house this morning for work, and the cat ran down the corridor crying, then he nearly tripped me up, he ran down the stairs after me getting on each step infront and crying up at me. i'm not saying this for sure, but its like "no please don't go, no i want you to stay here"...i felt so guilty going out, i have to tell him i'm going to shop and will only be 5 minutes... he has started doing this regular now and i hate to leave him. what can i do?