http://www.gameinformer.com/b/news/archive/2016/02/29/sony-is-shutting-down-the-psp-playstation-store.aspx
The days of buying digital games right on your PSP are almost over. Sony has announced that as of the March 31, it’s pulling the plug on the handheld’s native store.
You’ll still be able to re-download past purchases (via the download list) and buy items in-game. You simply won’t be able to use the store to pay for new games.
To do that, you’ll need to use the web-based PlayStation Store or purchase and download on a PlayStation 3 in order to transfer. Full instructions are available on Sony’s website here.
Over the weekend, Sony also announced it is winding down production of the PlayStation TV in Japan. The tiny console has also been largely phased out in the United States, with Sony telling us at E3 2015 that it was a hard sell. Vita support has also been dwindling, with Sony shifting emphasis away from the handheld.