Can't connect to internet on my Mac after installing Kaspersky

Try booting into Safe Mode to see if it works. If this works, then you still have some third party software interfering. Try running EtreCheck and posting the report here using the "Additional Text" icon which looks like a piece of paper.

If Safe Mode does not work, try creating a new user account, log out of your current user, then log into the new user account. If that works, then there is a configuration issue with your main user account.

Also, are you getting a valid IP or are you getting a generic 169.x.x.x IP self-assigned address when you connect to the WiFi?

First, there is no reason to ever install or run any 3rd party "cleaning", "optimizing", "speed-up", anti-virus, VPN or security apps on your Mac.  This documents describe what you need to know and do in order to protect your Mac: Effective defenses against malware and other threats - Apple Community and Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support.  

There are no known viruses, i.e. self propagating, for Macs.  There are, however, adware and malware which require the user to install although unwittingly most of the time thru sneaky links, etc.   

Anti Virus developers try to group all types as viruses into their ad campaigns of fear.  They do a poor job of the detecting and isolating the adware and malware.  Since there are no viruses these apps use up a lot of system resources searching for what is non-existent and adversely affect system and app performance.

There is one app, Malwarebytes, which was developed by a long time contributor to these forums and a highly respected member of the computer security community, that is designed solely to seek out adware and known malware and remove it.  The free version is more than adequate for most users.  

Also, unless you're using a true VPN tunnel, such as between you and your employer, school or bank's servers, they are useless from a privacy standpoint.  Read these two articles: Public VPN's are anything but private and Former Malware Distributor Kape Technologies Now Owns ExpressVPN, CyberGhost, Private Internet Access, Zenmate, and a Collection of VPN “Review” Websites. 

That being said uninstall the Kaspersky software according to the developer;s instructions. As an aside, the US Government has banned all Kaspersky software from their computers.

Give this a try: boot into Safe Mode according to How to use safe mode on your Mac and test to see if the problem persists. Reboot normally and test again.

NOTE 1: Safe Mode boot can take up to 3 - 5 minutes as it's doing the following; 

• Verifies your startup disk and attempts to repair directory issues, if needed

• Loads only required kernel extensions (prevents 3rd party kernel/extensions from loading)

• Prevents Startup Items and Login Items from opening automatically

• Disables user-installed fonts 

• Deletes font caches, kernel cache, and other system cache files

NOTE 2: if you have a wireless keyboard with rechargeable batteries connect it with its charging cable before booting into Safe Mode. This makes it act as a wired keyboard as will insure a successful boot into Safe Mode.

Download and run Etrecheck.  Copy and paste the results into your reply. Etrecheck is a diagnostic tool that was developed by one of the most respected users here in the ASC and recommended by Apple Support  to provide a snapshot of the system and help identify the more obvious culprits that can adversely affect a Mac's performance.

Copy the report

and use the Additional Text button to paste the report in your reply.

Then we can evaluate the report to see if we can determine the cause of the problem.

Old Toad wrote:

That being said uninstall the Kaspersky software according to the developer;s instructions.

The wording here is very important since you don't want to just move the app to the Trash since anti-virus apps, cleaning/optimizer apps, and third party security software install portions of their apps deep into the bowels of the OS. These apps used an installer app so you must use the developer's uninstaller to remove them. How to access the app's uninstaller varies by apps & developers.

Once you remove the software according to the developer's instructions you can check to see if you've removed all of the supporting files by downloading and running the shareware app Find Any File to search for any files with the application's or the developer's name in the file name.  For Kaspersky software you'd do the following search(es): 

1 - Name contains kaspersky

2 - Name contains any other name that particular software has.

Any files that are found can be dragged from the search results window to the Desktop or Trash bin in the Dock for deletion.

FAF can search areas that Spotlight can't like invisible folders, system folders and packages.  

First thing would be to remove any login items. Second thing is the Network settings may be configured incorrectly due Kaspersky or maybe some other software.

But as we have already mentioned, posting the EtreCheck report may help us as well. Make sure it is the report from after you have uninstalled Kaspersky so we can be sure it was fully uninstalled.