The Black Caps came into the semi-final with a 100 per cent record but were blown away by seven wickets with 17 balls remaining in Delhi.
They had been kept to a below-par 153-7 by the constricting efforts of Chris Jordan and Ben Stokes and then looked on as Roy crashed 78 from 44 deliveries.
Roy hit 11 fours and two sixes, scoring more than half of the target on his own, before Joe Root (27no) and Jos Buttler (32no) finished off in a blaze of three maximums in four deliveries.
As punishing as England’s batting efforts were, New Zealand will know they lost this game in the second half of their innings.
Having raced along to 89-1 in 10 overs, they made 64-7 in the next 10 as England exerted a vice-like grip in the field.