Is it possible to connect a PS4 to a Roku express wirelessly?
No.
DBDukes
Roku Community Streaming Expert
Note: I am not a Roku employee.
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No idea what you're thinking here. The Roku only offers video/audio output via HDMI. The WiFi connection is solely to give the Roku access to your home network. The PS4 does the same thing. The two devices have no common or complementary functionality.