Yes, of course, you can connect set top box to Mi TV. Most Mi TVs have an HDMI port, which is commonly used for transmission, and it can be connected to many devices with an HDMI port. Therefore, you can check if your set-top box has an HDIM port or not, and then connect it to Mi TV. If it doesn't, you can check the ports it has, and then buy an interface converter online.
Here is how to connect set top box to Mi TV:
1. Plug one end of the HDMI cable into the set-top box.
2. Plug another end to the Mi TV.
3. Turn on the Mi TV, and swift the signal to the HDMI, then the set-top box has been connected to Mi TV successfully.