Which platform, which debugger are you using? How did you try to set the breakpoint? What happens if you run the program in your debugger outside CodeLite? Can you successfully set conditional breakpoints there?
FWIW, I just tested here on Linux (debian jessie), using the latest gdb. Conditional breakpoints worked without a problem. However I then wasted 30 minutes trying lldb, both inside CodeLite and in a terminal: it failed. That's probably due to a bug in my lldb version, 3.5.0. However testing a later lldb version in fedora didn't want to work at all :/ .
Look in the Output pane of the Debugger View. At the bottom there is a text field labelled 'Send:'. When gdb is paused, type a command followed by Enter, and it will be sent to gdb.