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This has happened to me a lot. I have a 27 year old and more down to a 5 year old.
When my kids said this to me, I'd agree with them, saying sometimes I don't want to go home, either.
Then I'd talk about what I liked best about the other house - things like 'I really liked getting food out of the refrigerator because it was so clean and the lightbulb worked and I could find what I wanted right away.'
'I liked that there wasn't any junk on the sofa, so I could lay down whenever I wanted without having to clear it off.'
'I liked how easy it was to clean up after I was done with something, because I knew where it came from - I didn't have to ask somebody what to do with it.'
Once I'd gotten the kid to share 3 or 4 things they really liked about the house I'd say how I wish I could make our house like that. I'd talk a little (but very briefly) about all the ways I've tried to clean up, and what went wrong, and how sometimes I just don't care anymore, it's just to hard to keep playing a game where you loose every time.
Then I'd tell him that I was sorry this problem of mine was hurting him, I never meant to make his life unhappy. And that I was glad he told me about how he felt.
Then I'd ask him if there was one place in the house he'd really like cleaned up - kitchen, T.V. room, bedroom, bathroom, whatever. And I'd tell him that I would make it a priority for me to spend X amount of time every day I could working only on that thing. I'd make a chart and write down what time of day I cleaned, how many minutes, what I accomplished. And I'd make it real - things like 'picked up stuff on the floor for a little bit, then started putting lego guys back together. Put lego guys away and gave up' Or 'cleaned everything off the sofa for the 3rd time today - I'm gonna get a chain link fence with a lock to put around that couch so nobody can dump stuff on it anymore'
The idea is to let him know how often you try, so he knows you really do love and care for him, and you let him know some of what the problem is for you. Often the kids would echo me on a whine - 'I really hate it when I hang my coat up 3 days in a row and brother won't stop dumping his bookbag in the closet and knocking my coat off the hanger'
All you need to do is too make sure that he knows you know he's unhappy, and that you are trying to fix it, and even though it's not great a few things might be getting done.
I also paid my kids to help me get started. I'd say I'd pay 25 cents to anyone who would come into the room being worked on and hang out with me until the timer dinged after 15 minutes. Some times they would pitch right in, sometimes they just whined while I cleaned, but they got an idea of what it took to fix things.
When I was really having a tough time I'd whine about them 'making' me clean up, and how mean they were to make me do something so hard. I'd really pour it on until they were giggling.
And I'd tell them that everyone gets to decide how things will be in their house when they grow up, and you are glad he noticed the difference keeping things nice makes on the way he feels. Having a nice place is something to work towards as he grows up.
I wish I could take away the hurt this kind of thing causes, but I can't. Try to remember how many other things are right about you being his mom.