Roy scored the tiebreaking goal midway through the third period as the Oilers beat the Colorado Avalanche 4-3 on Wednesday night.
''I think we let off the gas, which is not something we want to do in the future, but our lines did a good job battling,'' Roy said. ''(Ben Scrivens) did a good job tonight between the pipes for us.''
Scrivens finished with 31 saves.
Jarome Iginla and Alex Tanguay scored in the second period, and Ryan O'Reilly tied it early in the third for the Avalanche, who have lost three in a row and are 10 points out of playoff spot with just nine games remaining.
''We needed these points and it is disappointing not to get them,'' Colorado defenseman Nick Holden said. ''It was a big game for us to stay up in the standings. Not getting those points is killer. We still have nine games left and you never know. We need to keep pushing right to the end and hopefully we get some luck.''
Avalanche captain Gabriel Landeskog said no team can expect to win after falling behind 3-0.
''That's not the start we want to have in a game, it doesn't matter who we are playing.,'' he said. ''That's just not good enough.''
Semyon Varlamov allowed three goals on the Oilers' first seven shots before getting pulled in favor of Reto Berra, who finished with 26 saves.
Edmonton took a 1-0 lead 4 1/2 minutes in as Marincin crept in from the point and beat Varlamov with a blast from the top of the circle. It was Marincin's first career NHL goal and Oilers forward Andrew Miller picked up his first career point.
Just 1:20 later, Eberle dove to swat in a loose puck at the side of the net for his 21st of the season.
The Oilers made it 3-0 before the midway point of the first period as Hall sent a wrist shot through Varlamov's legs.
Colorado got a goal back 5:22 into the second period on the power play as Iginla stepped into a shot and sent it past Scrivens.
The Avs pulled to 3-2 with 9:29 remaining in the period as Tanguay rushed to bang in a big rebound for his 21st goal.
Colorado tied it at 4:54 of the third as Tanguay picked off a horrible giveaway by Justin Schultz and passed it to O'Reilly, who put the puck into a wide-open net.
On the game-winner, Roy got the puck out from behind the goal during a scramble and sweep it into the net past Berra on a power play with 9:18 to go.
''We got off to a good start and they battled back,'' Oilers coach Todd Nelson said. ''It was nice to get that power-play goal. They kept on coming and Benny made some huge saves for us down the stretch.''
NOTES: Edmonton, which lost Andrew Ference (concussion) and Boyd Gordon (back) the previous game, played the bulk of the game without D Mark Fayne (shoulder) and then lost F Matt Hendricks (back) after the second period.