Separation anxiety (SA) is one of the most common canine behaviour problems and can have serious negative effects on dog welfare. Treatment of SA may include changing the environment around the dog, pharmacological treatment and behavioural therapy. The latter is considered the most important part of the treatment and is intended to habituate the dog to being alone and to reduce its dependence on the owner. The objective of this paper is to discuss two aspects of the treatment of SA that may be in contradiction with our current understanding of the stress response. Advice commonly given to owners of dogs with SA includes giving false departure cues to prevent the dog from anticipating the actual departure. Instead, we recommend increasing the predictability of the owner's departure by maintaining the cues that signal it. Animals suffering from anxiety disorders are likely to develop contextual fear, ie to be frightened by merely being exposed to the same location where they have experienced an aversive event. As a consequence, we suggest that whenever possible, fake departures done as part of the habituation exercises to being left are done in a place different from that where the dog is actually left alone.