You can use Ivacy VPN on Xbox and Playstation Consoles. You can follow any one of the three methods given below.

1. Either setup VPN on a router. See this FAQ
2. Use ICS (Internet Connection Sharing) on Windows. See this FAQ
3. If you are using MAC and want to share VPN with PS4 / Xbox / Boxee etc., please follow the below steps or See this FAQ
   a. Go to System Preferences and select Sharing.
   b. Select Internet Sharing.
   c. Select the VPN to share from the drop-down list.
   d. Select what interface to share the VPN to i.e. Ethernet.
   e. Select the tick box on the enable the sharing i.e. “Internet Sharing”.
   f. When the sharing is active, the icon will become green and the status will change to on.
   g. Now click on Ethernet, then on Configure IPv4 drop-down and instead of DHCP, select manually and insert IP address 192.168.25.1 (or any range) and insert subnet mask 255.255.255.0.
   h. Plug-in device to the LAN/Ethernet port of your MAC and insert IP 192.168.25.2, subnet mask 255.255.255.0 and default gateway 192.168.25.1 in PS3/Xbox, etc.
   i. You are good to go!