Current Xbox One Controller doesn’t have any 3.5mm jack in it. You have to use the Xbox One Stereo Headset Adapter that lets you plug a compatible chat or stereo headset into the Xbox One Controller to control your audio experience without taking your hands off the controller. Now, Xbox Support site has revealed that an updated Xbox One controller with 3.5mm jack may be coming to the market from Microsoft.
Sony fans might argue that Sony PS4 controller already does that. Even though Xbox One controller needs an adapter, it have dedicated buttons for volume etc, which can be a lot more convenient during gaming instead of diving into menus for reducing volume.