Yes, you can install VPN on FireStick, and many good VPN providers have apps specifically optimized to work on FireStick. Simply go to the Amazon App Store and search for your VPN provider, and then use your registration details to set up the app on your FireStick. Be warned that, while Amazon FireStick is built off Android technology, it does not have access to the Google Store in order to download Android versions of VPN apps. Also, the first generation FireStick does not support a VPN at all. It is worth checking if the VPN provider has an app for FireStick before making your purchase.