Could not take screenshot while gaming

[CrimeMaster Gogo]

Hello All
I am new to shareX. I thought that while playing any game, my in-game screen will be the active window. I tried taking screenshots while inside game but shareX always take screenshot of whatever window which was active before launching game (like Chrome, Steam app or any folder)
I tried every Hot key possible but it just won't take screenshot while in-game.

Can someone help me in this regard ?

[L1Q]

Make sure the game is not running in exclusive fullscreen mode (windowed/noborder should be fine).