Just plug the Xbox One Stereo Headset Adapter that came with your headset into your controller and then connect the headset Most stereo gaming headsets with a 3.5mm audio jack (that use the CTIA ...

[octanechicken] has a possible adapter solution ... Using a female 2.5 mm stereo inline jack [octanechicken] was able to get the Xbox One headset controller to work with older Xbox 360 chat ...

You'll need either headphones with a 3.5mm standard to connect them, although you can also use the Xbox One Stereo Headset Adapter if your controller and headset aren't directly compatible.