Yeah, you didn't know it had it right? Valve released a beta version of the Steam Client, this update enabled Bluetooth Low Energy functionality for the Steam Controller. You can use it to connect the controller to devices without a USB port.

The Steam Client Beta includes the option to add Bluetooth Low Energy (BLE) functionality to your Steam Controller. This feature will be required to enjoy the upcoming Steam Link app, but you may find it handy for other reasons, too. I’d like to describe what this BLE connection can and cannot do compared to the existing wireless solution, steps to update your controller to add BLE support, and how to switch between wireless modes once the update is installed. 

You definitely want to use the BLE connection when 

• Streaming games to your iOS and Android devices with the Steam Link app.
• Connecting your Steam Controller to a tablet or laptop without a USB port.
• You just can't find your Steam Controller Wireless Receiver.

Otherwise we suggesting sticking with the original protocol. It provides the fastest connection, with low-latency support for up to four controllers per receiver, and works across all major operating systems. The BLE connection is excellent, but the native wireless protocol was designed from the ground up to provide the best experience for a Steam Controller. This update adds Bluetooth support; the original wireless mode is still available. If you have successfully paired to your Wireless Receiver and connected to your device over BLE, your Steam Controller is capable of switching between these modes. 

More info here.