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مَن را تَنها نَگُذار

It’s من‌را تنها نگذار. (Man raa tanhaa nagozaar.)
This is the more literary term mostly used in books and official speaking and writing. It has a lot of alternatives like:
منو تنها نذار
تنهایم نگذار
منو تنها ول نکن
من را رها نکن
and more.
It depends on the situation and what type of Persian you’re trying to learn.

You can simply say:
من و تنها نزار
In speaking form

There are hundreds of ways of expressing that sentence in Persian, here are some examples:
Formal: مرا تنها نگذار (maraa tanhaa nagozaar)
informal (central Iranian accents, used and understood by all Persian speakers): تنهام نذار (tanhaam nazaar)
informal (southern Iranian accents): ولم نکو (velom nako)
informal (some Iranian Khorasani accents including my native accent): مور یله مکو (mor yela mako)
informal (some other Khorasani accents): مو ره تنها ول نکو (mo re tanhaa vel neko)
These were all direct translations, though! There are more beautiful and somewhat poetic expressions you can use, such as:
رهایم نکن
پشتمو خالی نکن
نرو از پیشم
منو دست به خا**ـه نذار (vulgar language)
Use the second group of expressions with caution, some of them lose meaning if taken out of context.