Baby must be held to sleep

Hello. Any advice please? My baby (2 months) MUST be held to sleep.. even after she slept, she will cry when we tried to put her down on the cot or bed. Unless she's sleeping really soundly, then we will be able to put her down. Even if so, she will wake up very fast, didn't nap more than 30mins. This only happens in the day though. At night she can sleep longer in the cot.