Are you using 3.0 or 2.6?
If 2.6, have you completed the retroarch joyconfig? No? Do this:
Press F4 to exit ES
sudo chown pi /opt/retropie/configs/all/retroarch.cfg (only once)
cd /opt/retropie/emulators/retroarch/bin
sudo ../retroarch-joyconfig -j 0 >> /opt/retropie/configs/all/retroarch.cfg
For the 2nd controller use -j 1 >>
and so on…