He taught school until 1923, when he rejoined his father and older brother Key Furr in Amarillo to launch  the Furr Food Stores. In 1929 Roy moved to Lubbock, where the Furr family bought six grocery stores from M systems, the continuation of the chain.
He worked as a teacher until 1923 when he returned to his family business, the Furr Food Stores, in Amarillo. In 1929, Roy moved to Lubbock and expanded the Furr family's grocery store holdings by purchasing six stores from M systems.