Toddler bed?

C now climbs out of his playyard. I've tried transitioning him to a toddler bed, and it didn't go well (he cries rather than sleeping and doesn't seem to feel secure). He's actually fairly safe about climbing out: the playyard is pushed against the toddler bed, and he only climbs out on that side, so it is less far to fall if he does fall, as well as a soft landing. Do I leave him in the playyard and hope he doesn't climb out (he's only ever done it when I'm standing there)? If not, any suggestions on transitioning?