Boot Camp only supports GPT formatted disks. If you have a new hard drive and are formatting it for the first time with Disk Utility, make sure to create a GPT formatted disk:

  1. Open Disk Utility
  2. Under the View dropdown in the menu bar, select Show All Devices (if not already selected).
  3. Select the drive (not a volume) and click the Erase button (shown below).
  4. From the sheet that appears, make sure the Scheme is set to “GUID Partition Map”: