Why no connection to the world?

I have a problem with minecraft and although I play on playstation 4 and my colleague, we both have playstation plus but if I create a world and he wants to join, he says "No connection to the world" and exactly the same thing happens I've also tried it with an xbox one player but it didn't work out either, can someone help?

Your PS4 may not have an internet connection! Or the server address is wrong!