I assume you have a combination device that has modem, router, and WiFi all in one? Do as @MilesT suggested and let us know which device you have.
Also, the Roku model number (I said number, not name; that's important) will help. Not every Roku device has the same full network capability. Some only support 2.4 GHz networks, and you may have a 5 GHz network. That's why the information @MilesT asked for is important.
DBDukes Roku Community Streaming Expert Note: I am not a Roku employee.
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