“DADDY, don’t go!”

Heartbroken over his par­ents’ crumbling marriage, that’s what 13-year-old Dylan Doug­las begged his famous father Michael right before the “Wall Street” actor was spotted haul­ing luggage out of the family’s New York City home on Sept. 5, say sources.

Michael assured Dylan that he was only going to be away from him for a short time and that he would see him again soon.

He told him: “Son, no matter what happens, I would never leave you. Never!”

Michael’s abrupt departure came just four days after he pub­licly insisted that he and wife Catherine Zeta-Jones were “fine.” But sources tell The ENQUIRER things have gotten so explosive between Michael, 68, and Cath­erine, 43, that the two can’t even stand to be in the same place at the same time.

Catherine was spotted puffing on a cigarette on her way to church in Greenwich, Conn., recently, looking haggard and stressed. But a close source says it’s Dylan who is tak­ing the split the hardest.

“He doesn’t quite understand everything that’s going on right now,” the source noted.

“Both Michael and Catherine have tried to explain to him that they’re ‘taking a break’ from one another.

“But he keeps asking ‘why’ – and he wants to know when they’ll be back together. Michael just shakes his head sadly and says, ‘I don’t know, son.’”

As The ENQUIRER reported in our Aug. 26 issue, Catherine has put her husband on notice that she’ll fight for custody of Dylan and his sister, Carys, 10, if he files for divorce.  

“Carys was also upset when her daddy left, but not as much as Dylan,” said the source. “He and Michael have a very close bond while Carys is closer to her mother.”

Now, insiders believe that a behind-the-scenes custody battle over the couple’s kids could turn nasty and explode.

“Michael has already made peace with the notion of handing over a huge chunk of his fortune, but he’s tell­ing friends Catherine will get the kids ‘over my dead body,’” said the source.

BUT strong-willed Catherine fired back that there’s no way she’s giv­ing them up. In fact, she has publicly stated in the past that she doesn’t believe in divorce or breaking up the family.

“Divorce repulses me,” she said. “I grew up in a small, strictly Catholic fishing village where people have a different attitude to those in Hollywood.”

But, in the end, Catherine may not have a choice.

In our Sept. 16 issue, we revealed that the couple have been fighting over Catherine’s dangerous habit of mixing alcohol with the medications she takes to control her bipolar disorder. And then there’s also cancer-survivor Michael’s “obsession” that his gorgeous raven-haired wife still carries a torch for John Leslie, her playboy ex-beau.

Michael also has the support of his father, Hollywood legend Kirk Douglas, in his battle for custody of Dylan and Carys.

“But Kirk is most worried about Dylan,” the source added. “He loves that little boy.”