If it is an Arris modem, and probably other brands as well, try enabling the guest network feature and see if you can connect to it instead of the primary network.
That worked for me, but this was a problem that developed after several years using the same modem, not purchasing a new one. As near as I or my modem support people can figure out, it is something about the way Roku is now handling the security settings causing the problem, many people seem to have developed this problem recently and I am now thinking it has to do with the 9.4 OS upgrade since it just sort of developed suddenly after years of use with no problems.. (the reason for suspecting Roku mishandling the security encryption is that it will connect if the network is set to unencrypted, something that is risky at best, and not when normal encryption protocols are reestablished).
This is just worked for me, I don't know if it will work for anyone else.
