You have a couple of options. Some ofthe books I have read suggest lying or sitting next to his bed (but not in the bed with him) and then gradually move closer to the door every night until you are outside his room.
My dgt will be 3 next month. We juswt moved her to a toddler bed in the past month. The first time we tried it, it was a disaster. She would not stay in her bed long enough to even go to sleep. After about a week and a half, I told her if she got out of her bed again that we would put her crib back together...and we did. She had been back in the baby bed a couple of weeks when we went on vacation. She slept in the bed with me on the trip and did great. When we got back home, we put her toddler bed back and she has stayed there since. Good luck.