PS5 and Xbox Series X do not support VPN apps natively -- Sony and Microsoft do not allow third-party VPN clients in their app stores. To use a VPN on a gaming console, you need to route the console's traffic through a VPN running on another device or your router.
Method 1: VPN on Your Router
Install a VPN client directly on your home router. All devices connected to the router -- including your PS5 or Xbox -- then automatically route through the VPN. This is the most seamless method but requires a compatible router. Supported routers: ASUS RT-series (most models with Merlin firmware support VPN client mode), Netgear Nighthawk (with DD-WRT), Linksys WRT series, and ExpressVPN/NordVPN's dedicated router apps. Downside: the VPN slows down all traffic on the network, not just the console.
Method 2: Share a VPN Connection from Your PC or Mac
Connect your PC or Mac to the VPN, then share that connection over ethernet or Wi-Fi to your PS5 or Xbox. On Windows: VPN client running, then Internet Connection Sharing enabled for the console's ethernet port. On Mac: VPN connected, then Internet Sharing from the Mac's System Settings. This method requires the computer to stay on and connected while gaming.
What VPN Actually Helps With on Consoles
Accessing geo-restricted content: some streaming apps on PS5 (Paramount+, Peacock, specific Disney+ libraries) are geo-locked. A VPN with the console routed through it can bypass this. Early game releases: some games release earlier in certain regions (New Zealand, Japan). A VPN set to that region can sometimes trigger early access -- results are mixed, as stores now check billing address more carefully.
What VPN Does Not Help With on Consoles
Reducing ping or lag: a VPN adds a routing hop and almost always increases latency. Claims that VPNs reduce gaming lag are false for most users. The only exception is if your ISP is throttling gaming traffic specifically -- but this is rare. DDoS protection in online gaming: less relevant than marketed, as modern gaming networks already handle this.
Best VPNs for Console Router Setup
ExpressVPN: has a dedicated router app and the most straightforward setup guide for ASUS routers. NordVPN: good router support, fast WireGuard servers. Surfshark: unlimited devices, good for households where multiple devices need the VPN simultaneously.