A wireless network connection device and method are provided for setting a wireless connection to an access point (AP). The device includes a radio frequency (RF) module, a base band (BB) module, and a control module. The RF module receives a packet transmitted by the AP. The BB module processes the packet to generate a signal strength (SS) corresponding to the AP. The control module generates an adjustment signal according to the SS, and adjusts a gain of the RF module according to the adjustment signal.