Setting up a VPN on your router will ensure that any device that connects to your Wi-Fi connection will be protected. Installing a VPN to your router is likely the easiest way to set up a VPN not only for your PlayStation but for any other device that connects to the internet. What makes it convenient is that it’s always there—you don’t have to worry about whether it’s off or on.
The process of configuring a VPN to your router will be different for each router and VPN provider. Many routers do support a VPN connection and the process of configuring it is as simple as inputting your account details in your Wi-Fi router settings.
VPN providers also sell routers with a VPN already preconfigured. If you want to configure a VPN manually, the best way to go is to refer to the instructions on your VPN provider’s website. Generally, they will list the steps for each option. For example, ExpressVPN provides the firmware to install for your router based on which device you currently own. VPN providers will typically also provide tech support.