Is PPSSPP illegal?

I understand that PPSSPP is an open-source PlayStation Portable emulator that allows users to play PSP games on their computers or mobile devices. However, my question is, does using PPSSPP for playing copyrighted PSP games constitute an illegal act? Is it legal to download ROMs of PSP games and play them on PPSSPP? Could there be any legal consequences for doing so? It's important to clarify the legality of such practices to ensure that users are not breaking any laws.