There are several things it could be... but start with disabling anything you don't need, including wifi, network sharing, servers, etc.
Here's some troubleshooting from the help article:
- You can't get your players to link
First and foremost, you need to connect the players with the LAN connection, not the USB. That's only for use as a soundcard and/or MIDI/HID control for software. The main problem with not being able to load tracks to your players via the LINK function is typically a firewall. This thread has walk-through videos for Windows and OSX on configuring the firewalls. Note: the windows videos are missing, but follow this info:
Here's what you need to allow through the firewall (Windows or otherwise):
C:\program files\yourusername\rekordbox version-number\edb_streamd.exe - TCP
C:\program files\yourusername\rekordbox version-number\psvnfsd.exe - UDP
C:\program files\yourusername\rekordbox version-number\psvlinksysmgr.exe - TCP
C:\program files\yourusername\rekordbox version-number\rekordbox.exe - TCP
You need to configure this each and every time you install a new version of rekordbox if your firewall is not set to alert you to new connections, otherwise you'll see a pop-up alerting you to the connection and you simply allow it through (and set it to remember / always allow it).
- Try disabling your firewall
If you still have problems trying to configure the firewall, try disabling it to see if perhaps it's a setting or permission within that's blocking it. An important note If you are running Windows 7, 8, 8.1, 10, you may need to change your network type, see instructions here on how to do that (this link shows how to go Private > Public; you need to do the reverse, changing a possible Public network to a Private one, either Work or Home.) There separate configurations for each of the Private / Home networks and the Public networks.
If you are using the CDJs / DJM connected without a router, you will likely find the IP addresses are self-assigned in the 169.254.x.x range and the network type will default to Public - Unidentified. Because public networks are more likely to have outside problems, they are subject to more stringent security and limited connections. Be sure to test by disabling the Public firewall as well, or follow the instructions linked above to convert the network type.
- The firewall isn't the problem but it still won't link properly
You may have a network configured for sharing. Check this page for Mac or this page for PC for instructions on how to disable the network sharing. You may also try disabling any additional connections your computer has. For example, if you have a wired and wireless connection, try disabling the wireless during the testing of the Pro DJ Link to see if it helps.
Alternatively, you may be running security software which may also act as a firewall; be sure to check any 3rd party security software and configure or disable it.
- You did that and still have problems with the link
It could be the network hardware (usually a router) you're using is filtering the packets; first try connecting a player DIRECTLY to your computer with the network cable.
- I did all that but it STILL won't link
Have you scanned your computer for malware and/or viruses? I recommend maintaining your computer's security with Malwarebytes Anti-Malware, ADWCleaner, HitMan Pro and CCleaner. I am not providing links to these applications as they may change over time - just Google the name and you'll find them. They're all have a free version but some also offer a paid premium version - the free version will work just fine. Be sure your system is not infected.