If I remember correctly, only old gen controllers (XBOX 360) work with PRO. XBOX One controllers have been known not to work due to what is most likely incompatible hardware. Perhaps there is some kind of calibrating software that you can use to fix this however, from all the people who have had this issue, no one has said if this fixed it.
If you have one, try using an XBOX 360 controller and if not you might just have to stick with keyboard and mouse.