Controller connector not giving out audio to my headset.

The 360 headsets plugged into the 360 controller with a 2.5mm audio connector. You can get a 2.5mm-to-3.5mm adapter to connect it to an Xbox One controller (provided your controller has the audio jack).

The adapter may not physically work if you have the older version 360 headsets with the two extra terminals on both sides of the 2.5mm connector.

If you are not sure, try reconnecting your headset to your controller (plug the headset connector firmly to the port on
your controller) and reconnect or resync your controller to your console. 2) Make sure your headset is not muted. Check the mute button on your headset control or the audio settings
on your Xbox One.

Hello there sorry to hear that I will try my best to help you please follow the steps below

• Disconnect the headset or unplug the headset cable from the controller, and then reconnect it firmly to the controller
• Check that the headset is not muted by checking the mute button on the headset controls
• Increase the audio by going to Settings>Device & Accessories and select your controller to adjust audio settings
• Use a different controller or headset to check for any malfunction on the hardware
• Update your controller to get the latest software
• Ensure you’re using the Xbox One headset with Xbox One controller only as it isn’t intended for use with other devices, plus the console doesn’t transmit game sounds or music through the headset
• Clean your Xbox hardware by checking the headset, cord and connector for any defects. Ensure there’s no dirt/debris on the headset connector.
• Check the controller’s batteries, if they’re low, they won’t provide power to the headset, so you need to charge it before using it.
• Reboot your console by unplugging the power cord for 15 seconds.

As seen on MS Official Site for the Adapter:

A headset with chat audio provided by a 3.5-mm audio cable and game audio provided by a separate cable with RCA or optical connectors. (Only chat audio
will be enabled through the Stereo Headset Adapter. For RCA/optical connectors [game audio], follow the manufacturer’s instructions to connect to the console.)

http://support.xbox.com/en-US/xbox-one/accessories/stereo-headset-adapter

• Disconnect the headset or unplug the headset cable from the bottom of the controller, and then reconnect it firmly to the controller (in the expansion port for a headset or the 3.5-mm port for a 3.5-mm chat headset).

• Make sure the headset is not muted. To do this, check the mute button on the headset controls. (For a headset, the mute button is on the left side of the connector that is plugged into the expansion port of the controller. For a 3.5-mm chat headset, the
  mute button is a slider button on the front of the audio controls that are in the middle of the headset cable.)