By default, WordPress does not support shortcodes within Sidebar Widgets. It only expands the shortcodes within the content of a Post, Page, or custom post type. To add shortcode support to sidebar widgets, you can install a plugin, or use the below code:
add_filter( 'widget_text', 'shortcode_unautop' );
add_filter( 'widget_text', 'do_shortcode' );
It is important that these lines be added in this order. The first line prevents WordPress from turning line breaks into paragraph tags, since this keeps shortcodes from working. The second line is the one that makes the shortcodes work.