Now, the thing you need to understand here is that you will not find a private server service that offers a client that would run on Roku.
Like many models and versions, Roku offers to users, none of them are compatible with private server services.
Hence, there is no direct way in which you can install a private server on Roku.
And as mentioned before, currently there is no way for users to configure a smart DNS proxy service on Roku either.
With that said, it is also true that there are three alternative ways in which you can try to bypass all the private server restrictions on Roku.
Those three ways are,
First, set up a private server on your WiFi router
Install a private server service on your Mac or PC and then use the internet connection of the PC or the Mac as a WiFi internet Hotspot.
The last option is to use a private server service which also offers a packaged Smart DNS proxy.
The thing you need to understand here about a WiFi router is that once you have installed a private server on the WiFi router you can connect all of your internet-enabled devices on that very same WiFi router.
That includes devices such as Roku.
So with just one WiFi router that has a private server on it, you can potentially share its own private server-protected internet connection with an unlimited number of devices.
While that is all great and everything, the one thing that you need to take care of here is that you can’t install a private server service on any WiFi router that you like.
There are very specific routers that support the installation of private server service.
If you want to install a private server service on your router then you will need to make sure that your router is either Tomato-based or DD-WRT-based.
For those who do not know which one they have, they should consult the official website of the manufacturer of their router device.
If you do not have a DD-WRT router or a Tomato router, you will have no other choice but to purchase a brand new WiFi router.
That can get expensive.
But in the long run, your new VPN router would not only save you a good amount of error but also some money.
One other point that we should have perhaps mentioned earlier is that setting up a thing called virtual WiFi router on your Mac or PC may be enough to give you a moderately powerful headache.