This is usually a mode mismatch. Try the following:

1. Verify you paired in the correct mode for your device (LED 1 for Android, LED 2 for iOS/macOS, LED 3 for Windows).
2. Disconnect the controller from any other nearby Bluetooth devices.
3. Restart Bluetooth on your device, then reconnect the controller.
4. If the issue persists, unpair and pair the controller again from scratch.