I looked for compatible controllers but could not find anything definitive here on reddit or google in general.
I tried PlayStation DualShock 4 controllers, old model and new and it refused to pair, a wired Hori brand PS4 controller did work and so did the DS4 when it was wired.
Playing PC games using Steam Link was the goal as well as using RetroArch, but not through a wired controller.
I can say that I was looking at getting other branded controls that are supposedly compatible with Android, but nowhere did I get a definitive yes or no answer that it is compatible with the Mi Box.
For anyone looking for a compatible controller, the Xbox One Wireless controller does work and pairs well with the Mi Box and is easy to set up. I went and got one on a whim because I wasn’t sure with some saying yes it works and others saying no it doesn’t.
For those who are interested in getting the Xbox Controller, make sure that it says Wireless on the box and also look for Bluetooth somewhere on the box and you will know it’s the right one.