PSP Proxy Server Support: Not Native, Workarounds Exist

The PSP does not natively support proxy server configuration in its system network settings. You cannot simply enter a proxy IP/port like on a PC or phone.

Workarounds

• Router-Level Proxy (Easiest): Configure the proxy on your Wi-Fi router (if supported by firmware like OpenWrt, DD-WRT, ASUSWRT). The PSP connects normally; all traffic routes through the proxy transparently.
• VPN via Custom Firmware (CFW): Some CFW plugins (e.g., VPN Plugin for PRO/ME CFW) allow VPN client connections, routing traffic through a secure tunnel. Complex setup, limited protocol support.
• PC Internet Connection Sharing (ICS): Share a proxied/VPN'd PC connection via Wi-Fi hotspot (Windows) or Internet Sharing (macOS). PSP connects to the hotspot.

Considerations

• Latency: Proxies/VPNs add significant lag—terrible for online gaming (Ad-Hoc/Infrastructure).
• Use Case: Mainly for bypassing geo-restrictions on PlayStation Store (legacy) or privacy.
• Stability: PSP's 802.11b Wi-Fi + proxy overhead = frequent disconnects.
• Not Recommended for Gaming: Use direct connection for any multiplayer.

If you need proxy access for Store downloads (historical), router-level is the most stable method. For everything else, direct connection is best.