Well, he won't "get better", unless he accomplishes his particular mood's aims.
Assuming, then, that you're treating him as a lost cause, wall him in?
If he's at a workshop (because you have a workshop of whatever type he would use, and you're only giving up because you don't apparently have silk thread or whatever component he's currently got at the front of his queue for lusting after), then you'll lose that for the duration of his eventual decline, plus any materials that you haven't moved out of it.
If he's not even at a workshop (and you know you're not going to be building one, even to attract him to) then unless you're making a particularly claustrophobic fort, at whatever point he's currently moping around in, you should be able to set him up with a little 'cell', around which everyone diverts without a second thought. Or build that workshop, off to one side, and let him occupy that and then lock the door/build the wall behind him.
Then just be prepared to get the burial rites sorted when he dies, I suppose. And if you want it to be a bit quicker and immediate, make one of the walls a fortification, ready for a Friendly Neighbourhood Marksdwarf to fire through... (Hmm, assuming that a mood-lost dwarf isn't loyalty-spiral fodder... Ok, maybe not, until you know how it'll go.) Or set it up the imprisonment point so that you can dump a liquid (your choice which) down upon him, in a safe and (afterwards, equally safe) drainable/evaporatable way.