Roy began playing the tabla at age 10 or 11, under guidance from his maternal uncle in comilla. After coming to New York, he began performing with Steve Gorn at a Manhattan restaurant called Raga, eventually attracting the attention of Miles Davis. Davis invited Roy to join his group, and he recorded on Davis's albums On the Corner (1972), Big Fun (1969–72; released 1974), and Get Up with It (1970–74). Roy subsequently performed and recorded with many leading jazz musicians, including Davis, Dave Liebman, Pharoah Sanders, John McLaughlin, Herbie Hancock, Herbie Mann, Pat Metheny, Lester Bowie, Airto Moreira, Charlie Haden, Purna Das Baul, Yoko Ono, and Ornette Coleman (playing in Coleman's electric band Prime Time). In the 1990s Roy began performing with the Brazilian guitar duo Duofel. He has also collaborated with Ken Wessel and Stomu Takeishi in a fusion trio named Alankar. They currently have one album entitled Daybreak.