Like Max Payne, does this game have controller support ?

Officially no BUT you can launch from steam and use steams controller emulation or any of the other controller emulation programs our there. I use Pinnacle but it's not free although it's worth every penny.

Now it's solved.

Well, I'm beyond late to this post but I made a controller layout on Steam that makes playing the game more pain-free on controller for anyone that needs it.

Copy and paste this link: steam://controllerconfig/3552791495/3631500169