Is this happening on initial setup, or was it working before and now is not?
Two possible issues:
Your Express is a budget model that has a single band wifi receiver. It can connect to the 2.4 GHz wifi band but not the 5 GHz band. Make sure your wifi router is not 5 GHz only, or if it is a dual band, make sure the 2.4 GHz band is enabled.
I have had problems on occasion where my various Roku models stopped seeing my local wifi network exists, even when other devices in the house have no trouble connecting. I've been able to solve this by restarting the router. After the router comes back up, if the problem has not been corrected, restart the Roku (Settings > System > System restart) to start with a clean slate and try to reconnect. This makes no sense to me and I don't understand why it would work, but it has worked for me.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X
