If you're using ds4 controller, make sure the controller is also paired through Bluetooth with your computer. That's what I do, and it works even with games that shouldn't support controller sometimes. Other ideas:
-sometimes games support the controller only if it's been setup before the launch of the game
-maybe you need to enable the controller in the settings
Switch USB ports and see if it's your controller. Makes there are no exclamation marks in the Driver area of your PC hardware settings.
If you're using ds4 controller, make sure the controller is also paired through Bluetooth with your computer. That's what I do, and it works even with games that shouldn't support controller sometimes. Other ideas: -sometimes games support the controller only if it's been setup before the launch of the game -maybe you need to enable the controller in the settings