Born in Detroit, Michigan, Roy began, at the age of three, to be a child actor on the radio. By the time he was 12, he was working regularly in Hollywood. He attended the Hollywood Professional School and studied music as well.
Most of his songs were written for night clubs and in a cabaret style, but he has some more traditional art song, such as "This Little Rose," which sets the text of Emily Dickinson. Roy has also set the texts of Elizabeth Barrett Browning and Sara Teasdale.
He was well-known as an accompanist for Julie Wilson, a cabaret star, and appeared with her on many recordings. He performed often in New York City and wrote dozens of topical songs about places in New York.