After Roy beat New Jersey goaltender Johan Hedberg with a nifty backhander, Devils high-priced forward Ilya Kovalchuk never even attempted a shot on goal, losing control of the puck as he skated towards Buffalo netminder Jhonas Enroth.
Roy scored a goal in regulation and assisted on another, while Enroth finished with 28 saves.
Tyler Myers registered a goal and two assists for Buffalo, which made Lindy Ruff a winner in the 1,000th regular-season game of his coaching career. He became 18th coach in NHL history to reach that milestone and only the third to do so with one team.
Jason Pominville and Tyler Ennis also scored for the Sabres, who snapped a five-game winless streak with a shootout victory at Toronto on Saturday and won consecutive games for the first time this season.
Jason Arnott scored twice for the Devils, who remain winless at home in seven tries this season (0-5-2).
Hedberg, starting in place of Martin Brodeur, stopped 38 shots. Brodeur missed his second straight game with a bruised right elbow.