What does the anemone's mouth look like tightly closed/hanging open?
Are It's tentacles sticky?
As other have suggested try other things. Things I've tried in the past are raw shrimp from the seafood dept at the grocery store, raw clams from the same, Formula 1 cubes, cyclopeze, krill, silver sides. What I would suggest is go to the grocery store seafood dept and ask for a little bit of everything that comes from the ocean and is raw/untreated, I saw try this first because it shouldn't cost more than a dollar or two. If they look at you funny tell them you are trying to figure out what your anemone likes. Then start trying a small piece of each thing over a few days to try and is it likes any of it. Also be sure to pull out of the tank and food it does not eat so the food doesn't foul your tank.
Anemones DO need to eat in order to live so this could be a concern. But he may get enough food from when you feed the fish. It's still a good idea to try and find out what it likes before it becomes stressed rather than after.
Simon