First, it's possible to be too close to the router, so you should have a few feet between them at the minimum. Next, Roku players appear to be more sensitive to interference from other devices. Since the Express only supports 2.4 GHz, there's only a limited number of channels you can try. If you have a wireless device that you can install WiFi scanning software and see what's nearby, that would be great. But if that's not an option, then you can just experiment with different channels in your router.
There are 11 channels, labeled 1 to 11. See what channel you're using now. Your router is probably set to Auto, and might not tell you which one it's using, so look at your Network screen on the Roku. It will tell you. If you're currently using a channel in the middle (5-7) try a channel at either end. If you're already at an end, try a middle channel or the opposite end. You might find a quieter place on the band and improve your Roku connection speed.
Speaking of speed, have you done a connection test under the Network menu? If the WiFi is working properly, it should be somewhere close to your Internet connection speed. If you aren't positive what that is, go to Speedtest.net and test your network, preferably on a wired computer.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.
