You could try leaving it attached to him some while in the house under direct supervision. Once in a while pick it up and give it a little tug, when he comes to you praise him and give a small treat. Once he will come, you build on that. Have him walk a few steps beside you while leading him gently and praising, then give a treat. It takes some dogs a while to get used to the idea, but with gentle guidance and consistency he will catch on.