The lockscreen only shows what app icons are currently in your dock, and since you can't put widgets in your your dock it won't work.
Try widgetlocker app if its something you really need. It's a paid app but worth it, lots of cool options.
Sent from my HTC One S using XDA
My Android Devices
Samsung Galaxy Note 10.1 Android Revolution HD
Nexus 4 CodefireX Rom - Franco Kernel
HTC One S CM10 Nightlies 4.1.2 (4.2 gapps)
Acer Iconia Tab A500 CM10 Thor JB 4.1.2
HTC HD2 Tytung CM10.1
MetaWatch Frame FW 1.35 / MWM Official Beta & MWMCE Noah Edition
Retired (Still got 'em)