The opinions here are my own and may not reflect those of any organization I may be affiliated with.
The therapeutic relationship is often an intimate one. Clients may feel a profound connection to you their counselor and you may, I dare say will, feel connected to them. This is not a bad thing. As long as healthy and professional boundaries are maintained this connection can help drive the work you do together. Any intimate relationship brings with it a certain amount of vulnerability and this is never more obvious than when that relationship ends.
I am currently in the process of telling my clients, many of whom I have worked with for almost a year, that I have taken another job and will no longer be their counselor. The responses range from mild disappoint bordering on indifference to feelings of crushing abandonment. As of yet no one has seemed happy about my leaving but in a way that only makes it worse. I love my clients. It's a love that exists within the ethical boundaries of my profession but it is love none the less. I wouldn't do this otherwise. Which brings me to two points that I try to teach my clients when I first start working with them and remind myself at times like these.
1) The therapeutic relationship, no matter how intimate, is not and should not be an exclusive relationship.
This is important. Clients may have theraputic relationships before, during, and after they work with you. Some with have styles that vary greatly from yours. Some may follow a treatment philosophy that is incompatible with yours. That's okay. The progress a client makes with you is not invalidated by the progress they make with another professional. One might argue that a client who moves from you to a successful relationship with another professional is the best indicator that you did your job right.
A client who has made great progress with you and worry that they may not be as successful with another professional. Acknowledge the relationship will likely be different but remind the client the progress goes with them. In the end it's the client's own strength that brings about change.
2) The therapeutic relationship is a temporary one.
If you are lucky you may get to watch a client grow for a long time, but the goal of our work was never to work with them forever. Some clients may become colleagues someday, even friends (but be wary of this) but at some point the theraputic relationship has to end. If not, it transforms into something else which may be a barrier to recovery.