As far as I know. He wasn't called such. Although he is also called "Didymous" in Aramaic language which also means "The Twin".
But I believe this name can be seen in a Gnostic religious documents called "The Gospel According to Thomas." In the beginning of its verse we can read, "These are the secret words which the Living Jesus spoke and Didymos Judas Thomas wrote." But please note that this book or so called gospel is not part of the bible canon and its authenticity is in question.
The mystical Gnostics flourished during the first two centuries C.E. and claimed secret divine knowledge, or gnosis. They challenged genuine Christians about who had the true teachings and writings of Jesus and his disciples. Do the Gnostic books reveal pertinent information to strengthen a Christian’s faith? No.
Encyclopedias and most Bible scholars label these Gnostic writings as not only apocryphal (noncanonical) but also as pseudepigraphic (falsely attributed to Bible writers). As reported in Psychology Today, Andrew M. Greeley, a Roman Catholic priest and professor of sociology at the University of Arizona, said of these books: “They could have no appeal to the ordinary person who looked to religion for help with life problems and not negation of the importance of life.” And when Greeley compared the Gnostic gospels with those of the Bible, he concluded: “The Jesus of the Gnostics is sometimes incoherent, sometimes unintelligible, and sometimes more than a little creepy.”
A great chasm exists between the teachings of the Gnostic gospels and the Bible Gospels. This gap is especially noted when you compare Gnostic and Bible teachings regarding God, the resurrection, and salvation. Yet, a similarity can be seen between Gnosticism and ancient Greek philosophy, Buddhism, and Hinduism.
Gnostic writers depict a Jesus shockingly different from the one portrayed by Bible writers. The Gnostic Gospel of Philip characterizes Mary Magdalene as the most intimate of Jesus’ companions and states that he “used to kiss her [often] on her [mouth].” No wonder the Encyclopædia Britannica states: “Gnostic ethics ran the gamut from compulsive promiscuity to extreme asceticism.”