Asteroid (3200) Phaethon is an active near-Earth asteroid and the parent body of the Geminid Meteor Shower. Because of its small perihelion distance, Phaethon's surface reaches temperatures sufficient to destabilize hydrated materials. We conducted rotationally resolved spectroscopic observations of this asteroid, mostly covering the northern hemisphere and the equatorial region, beyond 2.5-µm to search for evidence of hydration on its surface. Here we show that the observed part of Phaethon does not exhibit the 3-µm hydrated mineral absorption (within 2σ). These observations suggest that Phaethon's modern activity is not due to volatile sublimation or devolatilization of phyllosilicates on its surface. It is possible that the observed part of Phaethon was originally hydrated and has since lost volatiles from its surface via dehydration, supporting its connection to the Pallas family, or it was formed from anhydrous material.