I guess you didn’t check the reviews before you bought it – the first review I see:
Works OK on a Windows PC, except for the fact that I have to mash the Select button abnormally hard for it to detect (this was verified with three different controllers). If you are buying this for RetroPie on the Raspberry Pi, don’t bother–because of the way the adapter handles the axes, pressing right does nothing. I was unable to get it to work at all. For the RPi, I recommend the Super SmartJoy, which works wonderfully.