I spent about an hour making it work on a MacBook Pro some weeks ago. The problem was the USB 3.0 drivers. I downloaded and installed the bootcamp driver package, rebooted, re-plugged the device etc. but it wouldn't work.
The solution was to go into the device manager and
manually uninstall the existing drivers, reboot and install the BootCamp driver package again. Then it worked flawlessly

. I believe Windows have automatically installed some drivers that wouldn't be replaced by the BootCamp installer.
Working USB3.0 drivers is very important and it can be hard to diagnose since it's sort-of working with some devices. Always use the latest by the manufacturer.