Have you tried clipping the leash to his collar and letting him drag it around for a bit? That way he can get used to the slight weight and having it on him. When he's ok with that, pick it up and follow him around. When he gets used to it, then you can try walking him with it. Of course you'll need to keep an eye on him and make sure it doesn't get caught on anything. That worked for my Chloe.

Good luck!