Is something wrong with my Betta?

My Siamese Fighting Fish is behaving a little differently. A week ago I put him into new tank. He went from being in a around a 20L tank with heating to a 28L tank with heating and filtration. The filter outlet it turned towards the tank wall as it lessens the current. He was alright at first. Swimming a little less than normal but still eating and moving around. Where he used to come over to the side whenever I came past he now sits in one corner with a small bubble nest built around my heater. He hasn't eaten today and when I lifted the lid on the tank he moved closer to his nest. Is this normal behaviour? This is my first Betta and I would hate to see him die or get sick. Any ideas?