I kept getting this same message when trying to connect Cleanflight to my Naze 32 v6 board.
After trying multiple times over a week's time. I finally discovered that the problem was a missing driver. Open Cleanflight and pay close attention to the directions regarding a driver. As I recall they are found on the home page. I had to do a Google search for the driver, download it, and install on my computer. Once done, Cleanflight immediately connected with the Naze board.
One other caution. Windows 10 can be very problematic with some drivers. I ended up getting rid of Windows 10 and going back to Windows 7.
Hope this helps.