How old is your baby? How about getting a comforter instead?
You can introduce a comforter between six to 12 months (below six months, comforters are not recommended due to the risk of suffocation).
(Here is an useful article with some indications when you can introduce the comforter, such as when your baby can roll over/move things: http://www.popsugar.com/moms/When-Put-Blanket-Crib-30905146)
To minimize the risk of suffocation, you can choose one that has hooks/loops that you can attach to the cot. Your baby will form attachment to it and it will help with coping with separation anxiety when you are not around. Once the association is formed, your child will likely need their comforter till up to the ages of three to four years old.
Play some white noise in the background or soothing music and see if it helps to soothe him to sleep.
Just a suggestion. :)
Hsieh Ni