Yes, it is completely safe to change the DNS servers on PS4 and PS5. You have to keep in mind that you do not even have to install a third-party application. Instead, you can find the option on the Settings panel itself. All these things considered, you do not have to worry about your safety while changing the DNS. However, you should be careful enough to choose a secure DNS server. You will not find this part difficult if you follow the list that we have added above. Given that you have chosen a secure DNS, there is nothing you have to worry about.