In-game sound won't play through headphones

Hi there! I have a problem that has been bothering me for a while and I - for the life of me cannot fix. The problem is that in-game sound, no matter what, won't play through my headphones. Every other program (be it Spotify, Google Chrome or CS:GO.) plays sound normally through my headphones. Not sure if it matters but I am using Logitech G430 headphones.