There is no official "Attack on Titan" game released for the Sony PSP. The game people play via PPSSPP is a homebrew (unofficial fan game) . The official AoT games ( Attack on Titan: Wings of Freedom and AoT 2 ) are for PS4, PS Vita, Switch, and PC.

– you actually want the PC fan game or you misremembered the platform. Save yourself the hassle: download the fan tribute game directly from aottg.com or Itch.io and enjoy the real 3DMG experience.