morays have been known to fast for long periods of time. i once had a gray moray that took 11 days to feed, but was perfectly healthy. try some ghost shrimp, silversides, smelt... in my experience "smelly food" really makes a difference in getting a fish to eat, especially morays.
I had the same experience with my moray as well. Also provide a lot of hiding spots so he/she will feel more comfortable.