Roku players don't support Bluetooth, so that option isn't available. If you can't set up a local wireless network I don't think there's any way you can do it. Since you have unlimited data on your phone, your best bet is to use the phone as a hotspot and connect the Roku to it for Internet access.
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Jan 19, 2011
No wifi, but can I screen share? - Roku Community Roku players don't support Bluetooth, so that option isn't available. If you can't set up a local wireless network I don't think there's any way you can do it. Since you have unlimited data on your phone, your best bet is to use the phone as a hotspot and connect the Roku to it for Internet access. Watch TV free with the Roku TV Antenna | Roku