In certain cases, the host of a match is unable to join his or her own game, while the clients are allowed to join. The majority of the time, this occurs when the player has attempted to join a match that is already full. Borderlands 2 has a player cap of four characters, including the host, although in some cases there may be more than four in the lobby. For the host to join, the extra players will have to exit or be removed from the lobby in order for the host to join the match.
If you continue to have issues connecting to multiplayer matches, please consult the following networking troubleshooting: