Hello there, JCpool.
The following Knowledge Base article provides some great troubleshooting recommendations for your issue:
Thanks for reaching out to Apple Support Communities.
You may need to provide a bit more in the way of specifics. I know that I also seemed to have this issue recently. I have a wireless router that operates at both the 2.4 and 5GHz bands. My Apple TV has been configured for the 5 GHz connection, but as a result of the issues i am having getting iTunes movies to play I attempted to switch to the 2.4GHz band and despite entering in the information for my security etc correctly it would not connect. It seems as though because it had previously been on the 5 GHz band it remembered the info and was able to connect there just fine.
You probably want to provide things like error messages if any, band you are connecting with, security type you are using, etc.
I had the same issue on Sunday. The ATV detected my 5 GHz network but when I entered the password i got an error saying "could not connect". After trying a few times, I got another error saying my wi-fi password was incorrect, and I knew that wasn't the case because I had connected my mobile to the network with the same password.
After multiple reboots, the ATV died. It displayed the Apple logo at the startup but after that the white light just kept blinking and there was no display on the TV. I suspected the software was corrupted and the failure to connect to the wi-fi was a symptom of this software corruption.
I connected the ATV to my PC. Opened up Itunes which immediately recognized the ATV and gave me the option to "Restore ATV". Then Itunes downloaded the software(802 MB) from the Apple site, installed it and updated the firmware and everything works fine after that.