Alan Bogdan, d/b/a West Coast Canvas and Marine (“Bogdan”), seeks review of the Stop Work Order and Amended Order of Penalty Assessment issued by the Department of Financial Services, Division of Workers’ Compensation (the “Department”). Bogdan argues that the Department erred in determining that he was required to obtain workers’ compensation coverage under section 440.10(l)(a), Florida Statutes (2005). Bogdan argues that he is not required to obtain workers’ compensation coverage because he is a sole proprietor who is not engaged in the construction industry. We do not reach the merits of Bogdan’s argument because his failure to exhaust his administrative remedies requires us to affirm. See Odham v. Foremost Dairies, Inc., 128 So.2d 586, 593 (Fla. 1961); Fla. High Sch. Athletic Ass’n v. Melbourne Cent. Catholic High Sch., 867 So.2d 1281, 1286 (Fla. 5th DCA 2004); State, Dep’t of Gen. Servs. v. Biltmore Constr. Co., 413 So.2d 803, 804 (Fla. 1st DCA 1982).

Affirmed.