"I thought, `Please leave me in, please leave me in,"' the rookie said.
Roy, playing in his first game after missing the last 20 with a heel injury, did stay in the game and hit a key shot with 19 seconds left as the Trail Blazers preserved their lead in an 89-87 victory Wednesday night.
"After a shot like that, it gives me confidence for the next game," Roy said.
Zach Randolph had 24 points and 13 rebounds for his 15th double-double this season as Portland won a fifth straight game for the first time since February 2004.
The Blazers led by as many as 14 points before the Rockets got within 78-75 on Luther Head's 3-pointer in the fourth quarter.
Portland then stretched its margin to seven twice before Houston threatened again on Rafer Alston's 3-pointer and Juwan Howard's two free throws that made it 84-82 with 1:17 left.
Head missed a jumper with 41 seconds left that would have tied the game.
Roy made a hook shot with 19 seconds remaining. Alston answered with a layup with 15 seconds to go.
Jarrett Jack made two free throws but Alston again answered with a 3-pointer that made it 88-87. Randolph was then fouled by Yao Ming and made one of two free throws with .08 seconds left for the final margin.
"It felt normal tonight," Portland forward Ime Udoka said. "It felt like we were going to win even when it got close. We're playing with confidence."
Yao finished with 34 points and nine rebounds.
"When you are behind the whole game and you come back in the fourth this close and do not win -- it is not good enough," Yao said.
The Rockets were again without Tracy McGrady, who has missed five games because of back spasms. Houston is 1-4 without him in the lineup.
McGrady has been shooting again and could be back for Friday's game in San Antonio.
Roy was averaging 11.6 points and 3.4 assists in five games before the injury. He entered with 3:31 left in the first quarter and made his first shot, a jumper with 2:32 to go. He finished with nine points.
He says he's about 90 percent.
"I think the biggest thing was getting my legs," he said.
Alston had 20 points and Head added 17 for the Rockets.
The Trail Blazers went on a 10-3 run to close the first half with a 44-34 lead. Randolph lingered on the court to give each of his teammates a high-five as they retreated from the floor.
The Rockets went just 11-of-37 (29.7 percent) from the field in the first half and finished 31-for-74 (41.9 percent).
Udoka's 3-pointer put the Blazers up 57-45. But the Rockets started to find their offense - Yao in particular. After scoring 13 points in the first half, he added 17 in the third quarter.
"They have some shot blockers on this team, (Joel) Przybilla, (Travis) Outlaw. The are active inside," Yao said. "We did not move them very well."
The Rockets had won nine of their last 10 against Portland.
Randolph was on crutches Monday morning with a mild ankle sprain. He said he woke up in the morning in pain, but did not know how the sprain occurred. ... Rockets G Bonzi Wells, who had a turbulent tenure with the Blazers, was booed loudly when he came in for his new team.