I hope it works. This usually is used on a device with one usb input, this replaces the used usb and adds a few more. Just like a power strip. But in the case of the roku the lone usb this connecting to is used for powering the roku, now you're adding internet through a ethernet port, so its doing two things instead of one. You won't be able to add a third task by adding storage where the usb built into the roku was NEVER meant for storage.
You paid a few dollars more for something that won't work on the roku, sorry.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee.