Enter the correct name for your wireless network. Selecting the wrong wireless network name will cause your wireless network connection to fail. If you are not certain that your Roku device is connected to the correct network
Enter the password correctly. If you believe you know your wireless password, but it is not working, try re-entering it. It is easy to make a mistake entering your password, and remember that network passwords are case sensitive. Use the shift button on the on-screen keyboard to enter a capital letter. If you do not know the correct password
Mac Filtering:If the Mac filtering for your router is turned on, it is possible that the Mac id for your Roku device might be banned from using the internet by your ISP.
Restart your Roku device and your router.
To restart your Roku TV , go to Settings > System > Advance System Settings > Factory Reset > Factory Reset Everything
To restart your router, check the instructions from your ISP or router vendor. In some cases, you can simply unplug it and plug it back in, and in other cases it may require pressing a reset button on the device.
If issue persists then contact your ISP to check the Internet Settings.