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You selected the issue: Can't connect to a wired network

Check to make sure the green connection LED is lit in the ethernet port in the back of the Steam Link. If it's not, and the Steam Link is on, that means that the Steam Link is not correctly connected to your router.

Check network cable
Make sure the ethernet cable is securely plugged into the back of the Steam Link and into the back of your router.
Check network port
Some routers have special purpose ports or may have a damaged port. Try a different port on the back of your router.
Replace network cable
You may have a damaged ethernet cable. Try using a cable that has worked with other devices.