Just tried to test with my phone, and upon taking my controller out I found out it's broken because the battery corroded.
That being said however, I noticed this quote from a Windows Phone Central article.
In fact, it turns out that all Android-compatible MOGA controllers released so far are compatible with Windows Phone 8: not just last year’s Pocket ($29.99) and Pro ($49.99) models, but also this year’s Hero Power ($59.99) and Pro Power ($79.99) controllers. The cheapest Pocket model lacks Left and Right triggers, limiting its ability to perform functions in games that use those buttons such as Dungeon Hunter 4. Otherwise, buy the one whose features and price is right for you.