This was happening to me as well.
I'm currently using Photoshop CC on a MacBook Pro with OS X El Capitan. Here's what helped solve my issue:
Go to System Preferences > Keyboard > [Keyboard Tab] and there you will see a checkbox called, "Use all F1, F2…" which toggles the need to use the F-keys with the function key ("fn" on your keyboard).
**Just note that checking or unchecking this box will effect the way you use your volume, screen brightness, playback, etc. buttons on your keyboard.
Hope this helps!
Happy Photoshopping! =)