I'm afraid you're going to need to give a little more detail there.

For instance, when you say "it works fine on WiFi" do you mean when on the same WiFi as the machine you're connecting to (e.g., in the same house), or do you mean "I can be at the coffee shop on their WiFi and connect to my home gaming computer fine?"

It's can connect through any wifi (not even in the same house) but can't with the mobile data. Any fix on this issue?

From the standpoint of the Steam Link client, there shouldn't really be any meaningful difference between the two, so that's troubling.

When you say it can't connect, do you mean it doesn't even see the computer (e.g. doesn't show it as available on the main menu), or does it try to connect and fail?