Does the PSP Support MKV Video Files?

No native support. Official PSP firmware only plays MP4 (H.264/AVC Main/High Profile), AVI (Motion JPEG), and MPEG-4 SP/ASP at specific resolutions (max 480×272). MKV containers are not supported.

Workarounds

1. Convert to MP4 (Recommended): Use HandBrake, FFmpeg, or Format Factory with a PSP preset: H.264 Baseline/Main, 480×272, ≤1.5 Mbps bitrate, AAC-LC audio. Transfer the MP4 to your Memory Stick. Reliable, battery-efficient, no hacking needed.
2. Custom Firmware (CFW) + Homebrew Players: Installing CFW and players like MP4 Player or VLC for PSP adds MKV/FLV/AVI support, but risks bricking, voids warranty, and playback is often choppy or out of sync.

Recommendation: Convert on PC → transfer MP4. It’s the only reliable, hassle-free method.