In Chullin 139b, the Gemara asks about hints in the Torah for several of the figures in the Megillah, and provides answers:

"Where is {Haman, Esther, Mordechai} hinted at in the Torah?" (?המן\אסתר\מרדכי מן התורה מנין)

Why doesn't it ask about Achashverosh as well? He's certainly as major a character in the story as any of them. (And in fact, while by name he's mentioned only about half as many times as each of them - 29, as compared to 50+ for each of the other three - his title המלך appears by itself some 160 times.)