We moved our lo to her own room just last week when she turned 3 months. To be honest, she's started making weird cries/grunts/shouts in the night ever since and started waking every night around 4am and the sounds continue until I go and get her up at 6:30 -7am. When she was in our room, she would fall back to sleep on her own much quicker. Don't know if it was that she sensed our presence next to her and it calmed her more.
I would try putting a portable bed in her room and sleeping next to his crib for a few days to see if that helps him make the transition better. I think doing that for a few nights and slowly moving the bed further away from the crib and then finally sleeping back in your own room might help him not feel like he's been abandoned. He will know his environment is different but still be calmed by your presence. I've also heard suggested that you spend time playing with them in their room during the day so that they get used to it and enjoy being there. It might prevent him from always calling out to you as soon as he awakes. He might just enjoy playing in his crib or looking at pictures on the wall for a while until you go and get him up.
I must add that it's a bit more inconvenient to deal with nightwakings when they're in their own room. Sometimes I'm just too tired to get up and go down the hall. We keep the doors open and I have a monitor as well. I used to be able to just roll over and peer into her crib and put a hand on her to reassure her or just pick her up if she was hungry and feed her in bed. She'd always fall right back to sleep. Not so since moving into her own room. If your lo doesn't yet know how to fall asleep on his own, it might not be a good time to move him quite yet. I've been training my daughter to fall asleep on her own since she was 6 weeks old, with just a bit of shh/pat from me and still she wakes in the night, calling out to us. You might want to work on that first before moving the crib or else you might be making many, many trips down to his room in the night. You might even fall asleep standing over him, as I have done many times this week!
Hope it goes well for you.