I have used a Hamster Heaven for a Chinese before and she was more than happy in it but it may still be a possibility that he might be finding it a bit too overwhelming, particularly after the smaller environments in pet shops. At present I would leave him in his current cage to see if he gets used to it and maybe we can help you with some ideas on how to make him feel a little less vulnerable. When I used that cage, I had a wooden shelf made out of an Ikea Knuff Magazine File and used a hammock from the roof of the cage.
This was the setup I used:
Jessie's Cage by
Metallica Hamstery, on Flickr
All hamsters can take some time in adjusting to a new home so at the moment I wouldn’t worry too much... see how he is after a few weeks and go from there.