I have 2 Roku on 2 separate TVs. The one in the den which is closer to my router keeps auto shutting off and then is disconnecting from the Wi-Fi once I power it back on and will not reconnect without resetting the Roku device. I have no issues with the Roku device in the other room.
How are you powering the problem Roku? If you're using your TV's USB port try using the supplied power adapter.
I am using the supplied power cord plugged into the outlet and HDMI cord connected to the TV. It happens randomly and the other Roku I have on another TV never does it. Is there an issue with the actual Roku device?
Are they both the same model? Can you swap just the two devices keeping the power supplies and cables with the TV? It sounds like a defective device, but try to eliminate a problem cable or power adapter (or even TV incompatibility) as the issue.