In Spanish, the word ‘radio’ is feminine. You would say ‘la radio’ when referring to the radio.
This may be a bit confusing for some learners, especially since the word can refer to both the device and the medium of broadcasting. However, as with many nouns in Spanish, the gender of the word is something that must be memorized, and ‘radio’ is classified as a feminine noun.
It’s interesting to note that the radio as a concept (the medium) is also referred to in the feminine form, for example in phrases like ‘escuchar la radio’ (to listen to the radio). So remember, when in doubt, use ‘la’ to accompany ‘radio’.