I use a "gun butt holster" that attaches to a belt. They're hard to find but I've seen similar items that are a type of utility pouch for store clerks or part of a technician's tool belt.
A [shallow] shotshell pouch would make an acceptable substitute or construct your own.
I don't like hunting without one because it makes carrying long guns easy on the arms and shoulders.

http://sports-and-outdoors.become.co...--sc1149321909