NetworkManager on Ubuntu Mate keeps asking the password

We recently changed the router and set up the devices and everything worked fine.

Except there is my raspberry pi 3 which cannot connect to the new router. It doesn’t show any errors but it simply keeps asking for the password.

Then it tries to connect but after about 30 seconds it asks for the password again.

How can I debug this problem?
What is the solution to it?

Wired connection works fine. WiFi does not, but it worked with the previous router.