That was happening to me with same controller. Just go to config-> all-> retroarch.cfg and post this there.
You have to look where.
Example retroarch.cfg file for custom controls to override defaults:
Note the values below are for one person’s controller, your values may differ. Make sure that these values are placed above the #includeconfig line
input_player1_joypad_index = 0
input_player1_b_btn = 2
input_player1_a_btn = 1
input_player1_y_btn = 3
input_player1_x_btn = 0
input_player1_l_btn = 4
input_player1_r_btn = 5
input_player1_start_btn = 9
input_player1_select_btn = 8
input_player2_joypad_index = 1
input_player2_b_btn = 2
input_player2_a_btn = 1
input_player2_y_btn = 3
input_player2_x_btn = 0
input_player2_l_btn = 4
input_player2_r_btn = 5
input_player2_start_btn = 9
input_player2_select_btn = 8
# Axis for RetroArch D-Pad.
# Needs to be either ‘+’ or ‘-‘ in the first character signaling either positive or negative direction of the axis, then the axis number.
input_player1_up_axis = -1
input_player1_down_axis = +1
input_player1_left_axis = -0
input_player1_right_axis = +0
input_player2_up_axis = -1
input_player2_down_axis = +1
input_player2_left_axis = -0
input_player2_right_axis = +0
#Hotkeys- Hotkeys enable you to press a combination of buttons to do such things as exit emulators, save states,
# and load states, as well as any other functionality in an emulator. (In the example below 8 is the select key
# and 9 is the start key so when I hold down select and press start it will exit the emulator.)
input_enable_hotkey_btn = 8
input_exit_emulator_btn = 9
input_save_state_btn = 5
input_load_state_btn = 4
input_menu_toggle_btn = 0
input_state_slot_increase_axis = +0
input_state_slot_decrease_axis = -0
Then it will work.