This might seem weird but if you use  ReSharper then you might not be able to use intellisense on the QuickWatch window  i.e  intellisense menu doesn't automatically show up in the QuickWatch window . This is because  Resharper disables this feature.

You can solve this issue by  manually making the intellisense menu appear by after typing at least 1 character in the Name field of the QuickWatch window and then  pressing Ctrl+Space.