When dealing with any type of anxiety in a dog, I try to make whatever the source of the anxiety is a more common thing. I would leave the vacuum cleaner in the room and start training my dog with a leash and food. That way my dog learns, that there is nothing to worry about.
Some dogs get really stressed out though and in that case, I would use place training to help the dog. This will have to be done over the course of a couple of weeks. I would encourage that you are very neutral, when you bring the vacuum out. Of course you should not run the vacuum too closely to the dog’s bed.
Over time, the dog will learn that staying on his bed in the presence of the vacuum will be rewarded.
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