This achievement was slightly glitched for me. I didn't get it when I finished the campaign. For some reason, the game had decided that I hadn't finished one of the chapters properly - I believe I jumped out for some multi-player at the end, and must have confused it somehow.
Fortunately, it is easy to fill in the gaps. The achievements screen shows a tick for each Act, and you can then go into Play Chapter for that Act to see which chapters are not marked with an icon in the top right. It was the last chapter of Act I, for me. I replayed that chapter and the achievement popped.