How long have you had the fish together? They don't instantly pair up after all.
But I'm guessing your problem is that the male is the smaller one. In cichlids at least, females will reject males that are smaller than themselves. Your male gudgeon should ideally be bigger than the female assuming that same rule applies here. I suggest waiting for the male to grow bigger.
What I do with any pair that doesn't want to spawn:
1. Feed a high quality pellet until female is heavily gravid. Freeze-dried also works, but frozen tends to make my fish really picky eaters if I feed them more than twice in a row.
2. Big water change, 50% or more. I believe the fresh water should also be slightly cooler than the tank's, but the temperature theory is mostly theory and little evidence.
3. Change the food. I find it isn't what you change the food to, but rather the change in food itself that triggers spawning, but I usually change to live, frozen, or freeze-dried during this period just in case.
Usually just one of the above will work, but I use all three in that particular order for more stubborn fish.
