Short answer: a VPN on your router is worth it when you want devices that can’t run a VPN app, such as a smart TV or games console, to use the VPN, or, on routers that support it, when you want to choose which devices go through it. If you only need a VPN on your phone or laptop, your provider’s app on that device is simpler.
What a router VPN does (and doesn’t)
Some routers can act as a VPN client: the router connects out to your VPN provider, and traffic from your home devices goes through that tunnel. WireGuard is one protocol used for this; it carries traffic over UDP and sets up connections by exchanging public keys.
That’s different from a VPN server on your router, which lets you reach your home network from outside. If that’s what you’re after, the question is really about remote access and port forwarding, not privacy.
The main benefit: devices without VPN apps
Many devices simply can’t run VPN software. ASUS, describing its VPN Fusion feature, says it lets devices such as smart TVs and game consoles use a VPN connection. It also lets you be selective: ASUS says VPN Fusion can connect to several VPN servers at once and lets you choose which devices use which VPN, or none at all.
That per-device choice matters. You might want the TV on the VPN but leave a work laptop, which runs its own corporate VPN, off it.
What you need
You need a router that supports a VPN client, and a VPN provider that gives you a configuration file for it. ASUS’s WireGuard setup, for example, works by uploading the configuration file from the WireGuard server into VPN Fusion, and needs firmware later than 3.0.0.4.388.23000. Check your provider’s help pages for “WireGuard configuration” or “router setup” before you start.
The VPN settings are usually under a VPN menu in the router’s web interface; see how to log in to your router. If you’re wondering whether a router’s VPN features need a paid plan, our list of routers without a subscription covers what each brand charges for.