Wireless connectivity is affected by several factors. To optimize your connection, here are a few points to consider:

Proximity to network router. Your Roku player should always be close to your wireless access point or router—or close enough to pick up a strong signal.  You can try to improve the wireless signal by pointing the front of the Roku player towards the wireless access point or router. 

Interference. Avoid placing the Roku player on top of other devices such as satellite TV receivers, DVRs, or home theater receivers. Placement on top of other devices may result in RF interference that causes connection interruptions. Other wireless networks in your area or even cordless phones and microwave may also cause interference. Try changing the channel on your wireless access point (see the user manual for your router or contact the manufacturer for more details). 

If you are still having trouble, try connecting your player directly to your router with an Ethernet cable.