That would be a real good (and important) question to ask your doctor. Typically, that is how you test for drugs in your system. For example, its a common test for Olympic athletes to go through.
But, I do think that it is important for you to know why he is doing this, as the reason for the testing could influence his decision on how he treats you.
Doctors test to ensure that you are actually taking your medication and not selling it or giving it to someone else. They are also testing for illegal drugs.