Hi. Are you sure he's not peeing? We can't always see where they pee. If you're sure he isn't then it could be an emergency and you might need to see a vet. You could try having him out of the cage for a while in a pet carrier if you have one, with no bedding. Or a tall sided plastic storage bin (no lid) . It doesn't sound very nice leaving him in it with no bedding or anything to do but maybe for an hour or two. He should pee in that time and you'd see it on the plastic base.
Where does he normally pee? In a sand bath? A litter tray? Or under his bedding/in his nest area?
Does he seem active and happy and healthy generally? And does he have water?! If you use a water bottle, check it's letting out water ok by tapping your finger over the spout.