Designer Greg Coomer reconfirms that the “initial” release of Half-Life: Alyx will be “available for SteamVR only”. It definitely sounds like Valve is aware of the desire to see the game come to PSVR, however: “We believe Sonys VR platform has been a huge success for the medium, and we assume that lots of Sony customers would love to experience this new chapter of Half-Life.”
Source: N4G PC Half-Life: Alyx on PSVR? Here's What Valve Has to Say