Is it an embedded video ad, like on a newspaper site? Ad blocker apps might work, but you can't find any on Google Play Store, since I believe they violate the terms of service (since they would also block legitimate ads).
The famous Adblock Plus is available for Android as an individual app, however, in order for it to fully-function automatically, your device should be rooted, if not rooted, then you will have to set it manually and still will not be guaranteed to work.
Is it an embedded video ad, like on a newspaper site? Ad blocker apps might work, but you can't find any on Google Play Store, since I believe they violate the terms of service (since they would also block legitimate ads).