Eli Lilly & Co. will be shipping Prozac for dogs under the brand name Reconcile. According to the press release, it should be used to help dogs who suffer anxiety attacks when separated from their owners – that it will help with panic attacks and the bad behaviors associated with them. They also say it should be used in conjunction with behavior modifications.
I think you should stick to behavior modifications. Try crate training or least confining your dog to a single room if he or she has seperation anxiety.
Photo by Altweibersommer.