Roy was trained in Odissi by Kelucharan Mahapatra. She was exposed to the various forms of Indian folk dances as well by Mahapatra and took a sincere interest to adapt them on stage. In 1991, she formed the dance troupe Natraj and their first venture "Vasavdatta" went on to receive full seat occupancy every time it was staged. She, onwards ventured into an attempt to manifest the forms of folk dance of Bengal in "Swapner Sandhane", an acclaimed production of Natraj. She was most applauded for her wider attempt to present the various forms of Indian folk dance in "Bichitro", the first abroad production of Natraj. In "Navras", she exhibited an innovative dance form imbued with elements from Indian classical, tribal and folk dance.