You need a neutral for that switch. Unless you have k&t wiring (very unusual in the US unless your wiring is over 80 years old) there’s a neutral in the wall somewhere, but you may need an electrician to fish it out for you.
Cooper makes one that doesn’t require a neutral, but it will only work with incandescents. (There’s an older GE that doesn’t need a neutral, but it’s been discontinued.)