What kind of anemone is it? There are different opinions on whether they even need to be fed. Some argue that get food from light and from the water column...
If you just put it in the tank yesterday it may not be settled in yet. Give it a day or two more and then try it again.
It may take a week or more for it to actually eat.
because I am bored and I'm I nice guy I am googling away at the moment trying to find out some info. Just have one question. What type of lighting do you have on the tank?
Edit: If you have a picture of the anemone that would be great. Thanks!
Edit again: Does your anemone have long thin tentacles? If so it could be a H.Crispa