To connect your Trezor wallet to Coinbase Wallet, first, open Coinbase Wallet and navigate to the settings. Select the option to connect a hardware wallet, then choose Trezor. Follow the on-screen prompts to be redirected to Trezor’s website for verification. Once verified, your Trezor wallet will be securely linked to Coinbase Wallet, allowing you to manage your assets while storing your private keys on the hardware device.