i'd first recommend trying to feed it... but chances are you're going to lose it. Anenomes don't just up and die for no reason; chances are you have a water quality problem that you need to fix. Make sure your nitrites and nitrates are as low as possible, the anenome has strong light and decent water, and you feed it about once a week. My guess is probably nitrates, having too many fish, too little rock, or feeding too much can really cause nitrates to skyrocket, which will easily kill anenomes.
Try a condi, while not good for clownfish, they are under 10 bucks. When you can successfully keep one for a month or two, your water quality is probably good and you can try a more expensive anenome again.