well then that rules out the power supply. The only thing I can think of if you are using manual configurations is to change the line in

opt/retropie/configs/all/retroarch.cfg

input_autodetect_enable = true
to
input_autodetect_enable = false

There are a bunch of videos linked on this page from Floob who has the same controller as you, so it might lead you in the right direction of what configurations will work for your controller:

https://github.com/retropie/RetroPie-Setup/wiki/RetroArch-Configuration