On the play, Roy intercepted pass from the Blues' Roman Polack in the St. Louis end, eluded a defender and fired a wrist shot past Brian Elliott, breaking a 1-1 tie.
Roy also added an assist for the Stars, who won for just the third time in seven games.
Kari Lehtonen turned aside 25 shots to earn the win.
David Perron scored and Elliott finished with 23 saves for St. Louis.
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