This error usually occurs if the router/Wi-Fi you are using is on a channel outside 1 through 11. For example, if you are trying to connect to your home Wi-Fi and it is on channel 12 or 13, you will see this message on the controller.
To address the issue, change your Wi-Fi to a channel between 1 and 11 (having it on "Auto" can cause the channel to be 12 or 13). You can call your ISP or the router manufacturer if you aren't sure how to change it.