My cat has been occasionally trying to cough up a hairball or something.?

For the past couple of days, my cat has been trying to cough what seems like a hairball, but he keeps swallowing it back. Is it a hairball? I would think he would've coughed it up by now. He's never had one. I took him to the vet and they said there was nothing wrong. They gave us this lubricant so the hairball could be digested, but it doesn't seem to be working. He's not eating as much as he used to, and he hasn't been going to the bathroom much. He doesn't pur as much either, and he seems a little tired. What should be done?