Yes. You will need to disable AP/Client isolation, also known as client isolation on your router. Please refer to your router documentation to learn how to disable AP isolation.
If you do not have access to your router settings or if you are attempting to connect through a guest, hotel or public network with AP/client isolation, you will be unable to set up your Chromecast Audio.
If you are attempting to connect through a WiFi extender, please check your extender settings. You will need to disable AP isolation on your WiFi extender before setting up Chromecast Audio to work with your Wi-Fi network.