It depends on router to router, like I have a Belkin router, in which I can set up MAC ADDRESS Filtering.
To set up this, open your router default page (might be 192.168.1.1 or 192.168.2.1). If it asks for password and username, first try leaving it blank, if this does not log you in, try putting admin in both user name and password, if this doesn't log you in, contact your ISP(internet service provider). Then go in the firewall settings and then find MAC Address Filtering. Then add the MAC address of the device you want to be allowed in the given fields. Only the devices whose MAC address has been entered, can connect with the router.
You can manage all this via your mobile.
If you post your router model number and company(located at the bottom of the router), I can tell you if your router supports Filtering or not.