It's probably due to your OS having the shortcut reserved for something else.
In InDesign you can change shortcuts to whatever you want - in Edit>Keyboard Shortcuts.
Try changing the shortcut and see if that works.
Else find what your OS has reserved that shortcut for and disable.
It's the latest OS, el capitan, I'll give that a go, thanks
I had same issue with OS 10.10.5 when upgrading to 2015 InDesign CC. Turn off OS shortcut for Dock hiding on/off. Thanks ya'll!