You can do that by going to Settings → Remotes & devices → Wireless headphones ... devices like Roku-based TVs for private ...

allowing you to pair headphones directly. If your TV doesn’t have Bluetooth, you can use a streaming device like an Amazon Fire Stick or Roku Player, a Bluetooth transmitter, or even a gaming ...

The Roku Ultra comes with a free pair of wired JBL earbuds built into the remote for private listening with content still splashed across the TV. Leah Stodart is a Philadelphia-based Senior ...