Cursor.SetCursor() not working

I'm using Unity 5.6 and the Cursur.SetCursor() function doesn't seem to work. This is the script (Attached to an empty game object which is child of the camera):

 private void OnMouseEnter()
 {
         Cursor.SetCursor(cursorTexture, new Vector2(0, 0), CursorMode.Auto);
 }
 
 private void OnMouseExit()
 {
         Cursor.SetCursor(null, Vector2.zero, CursorMode.Auto);
 }
 

Where cursorTexture is a Texture2D variable. It doesn't generate any error or warning but it just doesn't work at all.

I've also tried to change the cursor from Edit > Project Settings > Player but I get this warning "Invalid texture used for cursor"

This is the settings I'm using for the texture

I would like this to work through script because I don't want to always to have this kind of cursor. Thanks In advance.