The “all done” cue tells your dog “we’re done with petting/playing/training, so you can do your own thing.” It’s helpful for persistently optimistic dogs who keep bringing you their ball or stepping on your heels after fun time is over.

Simply show your empty hands (or do "jazz hands") and say "all done.” Then continue on with your day, ignoring your pup for the next few minutes at least. With some repetition and consistency, the dog will learn to wander off and entertain himself after you tell him "all done."

Here’s an example:

Troubleshooting:

If your dog hasn’t yet learned the cue and continues to pester you for attention, make sure to ignore him. Do not repeat “all done,” or give him any petting or talk to him. He must get ignored in order to learn that the cue means "I am not going to interact with you anymore."
If you’re worried that your dog will start to do a “naughty” behavior in order to get your attention again (such as chewing things up, stealing shoes, or nipping), you should have him in a puppy-proofed area.
If you find that your dog experiences a spike of frustration and can’t settle down on his own, you can help him by giving him something else to do right before you cue "all done." This could be a chew, a food toy, a "fresh" toy for him to play with, or even just scattering a small handful of kibble/treats to redirect him as you leave.