Hmmm... Not knowing anything about you or him, or the reasons for him deciding to leave you, it's really hard to give advice.
I can only think of a couple reasons why a man would actually ask his wife to leave him:
1. He's having an affair. Yeah, others said this, but I think it's more then that. Most guys will happily have an affair for the sex, and keep the wife for the company and someone to take to social occasions (and to just avoid facing the issue). If he's asking for a divorce as a result of an affair, then it means that he's actually "serious" about the other person (ie: He's not just getting sex from her). Umm... It's unlikely that you'll be able to sway him if that's the case. He's found a replacement for you and that's about all she wrote. Get him with a nice divorce settlement and move on.
2. He just honestly can't stand to live with/be married to you anymore. Again. I have no idea what you or he are like. He could be a nutball. You could be a nutball. I've certainly dated women that I literally couldn't stand being in the same room with and actually had to work to get them to realize that I didn't want to date the anymore. You'd think he'd figure that out before marrying you though, but some people are just dense. If this is the case, it's *possible* that marriage counseling could work. It's probably worth a try. However, you need to be really honest and accept the fact that it may turn out that he just doesn't love you and doesn't want to be with you. Yeah. That hurts, but you can't control what other people think.
Whatever you do, don't just try to "make it work". If he wants out, and all he senses from you is that you're going to cling to him no matter what he says or does, he will gradually increase the extremness of his actions. I don't know if this is the case, but your immediate "but I don't want him to leave" response makes me wonder about this. Get professional marriage counseling if you want to try to keep things going. Whatever you do, don't just try to use your own tricks/tactics to keep him with you. There's a 50% chance that the problem in the relationship is you (and you may not even know it). Professional counseling will help you both face those issues. One or both of you trying to do it on your own means that one of you (at least) is never going to face the real issue at hand, and the marriage will be painful at best.
Forcing that kind of relationship is one of the things that can lead to an abusive relationship (going either way in this case). The fact that he's being pretty open and honest about wanting to leave speaks volumes about how firm he is in this decision. Trying to change his mind at this point may very well be impossible, and very likely will cause more harm then good. Sometimes, two people just aren't meant to be together. The sooner you both figure that out, the better you'll be in the long run.
Um... Next question. Any children? Not that that change the equation at all, but it's something to think about. The kids will be vastly more happy if the two of you break relatively amicably, then if you drag it out until you both hate eachother's guts "for the kids". Very few people can pull that off. Kids are remarkably good at reading adults. They'll know if there are problems long before you tell them. If you do have kids, don't think that staying for their sake will make things better. It'll probably make things worse.
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