My USB Microphone does not work with my PS4?

I recently bought a USB microphone (a Fifine studio condenser microphone), and whenever I try to connect it with my PS4 and go to Devices>Audio Devices, it shows that nothing is connected to the microphone.

I have an XLR cable connected to the microphone, and the USB end connected to my PS4. There is also a 3.5 mm audio jack which I have not plugged in to my PS4 controller.