Furthermore, some of the Roku Express models are single-band wireless devices and are only compatible with wireless b/g/n networks on the 2.4 GHz spectrum. Ensure that your router is broadcasting a 2.4GHz Wi-Fi network for the device to connect to. You can check your device model by navigating to Settings > System > About or underneath the player itself.
You can also try configuring your router and use wireless channels 1, 6, or 11 which are the preferred channels in North America. Each time you change the wireless channel, you will likely need to apply/save changes before you are prompted to restart the router.