Hi @Rrooberto,
Thanks for your first post in the Roku Community!
We understand that you are inquiring about being unable to use the private listening feature when using the game console.
We recommend starting here to troubleshoot private listening issues: How to resolve an issue with private listening | Official Roku Support
For additional topics, you might find helpful: How to use headphones with the Roku® mobile app for private listening | Official Roku Support
If the steps provided by the Support page still aren't helping, feel free to provide us with the serial number of your Roku device and I'll be able to assist you further from there.
Best regards,
Mary
Mary F.
Roku Community Moderator