No, they don't need to eat at night, they ambush very well with their camofluge in the day. Ghost shrimp gutloaded with a high a quality flake/pellet food would be awesome. Stay away from the krill. Do a google with "Marini+krill" and "Jedlicki+krill", it's not the best food for him.
Do you know if he was eating before you got him?
What kind and what size lionfish is he?