Mackie control surfaces are supported, so that seems odd. Here is the Help page for that: http://helpx.adobe.com/premiere-pro/using/control-surface-support.html
If this is an older Mackie control surface, you might have to be set up via MIDI. See this post for details: http://forums.adobe.com/message/5452752#5452752
In the Control surface setup make sure the Midi Output device is set to your surface and not 'Microsoft GS Wavetable Synth' I found this was the default.To get to this setting I had to go to -Device Class-Configure Control Surface Settings-Makie Control-Configure Makie Control-Midi Output Device.