When the First World War broke out, Roy was attending St Paul's School, Hammersmith in London, England. Initially rejected by the Royal Flying Corps on the grounds of poor eyesight, Roy paid for a second opinion from a leading eye specialist, and the decision was overturned. Five months after turning 18, on 4 April 1917 he joined the RFC, and was commissioned as a second lieutenant on 5 July. After training and gunnery practice at Vendôme and Turnberry, he joined No. 56 Squadron on 30 October. Roy was part of "A" Flight, commanded by Captain Richard Maybery.