Sometimes, it's normal for their appetite to decrease while they're shedding, or about to shed. While he's shedding, make sure you keep the humidity up. A warm shower may help him as well. It's only a concern if he doesn't eat a few days after he's completed shedding.
Many people become concerned when these guys don't eat everyday. Unlike humans, they don't have to eat on a daily basis, and are just fine with eating a few times a week. In the wild, it's not guaranteed that they'll be able to find food everyday, so they've adapted to be able to store food when they can get it to hold them over until they find more food again. In fact, even humans are okay with not eating every day, as are most other animals.