Don't feel like digging for a scan right now, but go back to the chapter after Madara got revived via rinne tensei. Sasuke hit Madara with amaterasu, and then Madara casually absorbed it while saying that a technique like that is beneath him. Now, why would Madara denounce a technique that he himself possessed? It would be one thing to denounce Sasuke's skill/usage of the technique (insinuating that Sasuke's usage of amaterasu is pathetic and that Madara's own is much better), but Madara denounced the technique itself (not just Sasuke's usage).
Outside of this implication, it is never directly stated that Madara did/didn't have amaterasu. In fact, the manga never even touched on or showcased Madara's unique mangekyou techniques at all!
That said, it is fine if he didn't have amaterasu. There are much better techniques that one could have.