The steps below will guide you on how to set up a proxy connection on your Play Station 4 console . First of all, make sure your system is connected to the internet and in the same network as the computer that you set the proxy server on.
 
Now follow these steps to configure the proxy on  your PS4.

Step 1 : Click on Settings

Step2 : Select “ Network “

Step 3 : Click on “ Connect to Internet

Step 4 : Select Use Wi-Fi (wireless) or Use a LAN Cable (wired). If you are selecting WiFi, then enter the password and proceed further.

 Step 5 : Choose the “ Custom “ option

Step 6 : Select the WiFi network you wish to connect to

Step 7 : Enter the Password.

Step 8 : For DHCP Host Name settings select Do Not Specify.

Step 9 : Change the DNS settings to “ Automatic

Step 10 : Change the MTU settings to “ Automatic

Step 11: Select "use" for Proxy Server

Step 12 : Enter the Proxy IP and Port (1212) in respective fields and then click on Next and then Save

Step 13 : Connection Complete

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