Roy saw a chance to risk it Monday in New Jersey, and the Avs were rewarded from it.
With nearly 2:33 left to play and the Avalanche getting some of its best pressure on the Devils in the third period, Roy motioned for goalie Jean-Sebastien Giguere to come to the bench for the extra attacker on the ice and a chance to tie the game.
The Avalanche maintained the pressure on the Devils and as the New Jersey players began to tire, Tyson Barrie and PA Parenteau struck.
Barrie took a pass from Gabriel Landeskog at the top of the right circle and fired a one-time shot toward the net. The puck went off Parenteau's stick at the left of the crease and got past Schneider's blocker and into the cage.
Just like that the game was tied at one, and the Avs still had 1:47 to work with.
"It was a good play by all of the guys on the ice," Parenteau said. "We were patient. We didn't rush anything, and it was a good slap shot by Tyson. I went to the net and it hit my stick. It was a big goal."
Colorado continued the pressure and with 42 seconds left Matt Duchene was slashed on a breakaway by Andy Greene, giving the Avs a late power play opportunity.
The Devils held off the Avalanche to get to overtime, but it wouldn't be long before Colorado found the back of the net with another man advantage on the ice.
With the puck in high slot in the Devils' zone, Nathan MacKinnon passed it to the low circle for Duchene. The Avs center quickly moved it to Ryan O'Reilly, who was stationed in front of the net and tapped the puck in to give the Avalanche a 2-1 overtime victory.
It was O'Reilly's 21st goal of the season and his fifth game-winner of year, tying him with MacKinnon for the team lead in the late-game heroics. O'Reilly now ranks fourth all-time in franchise history with four career overtime goals.
"It was a great play by Ryan and Dutchy at the end," MacKinnon said. "It was a big two points. It wasn't the prettiest, but at the end of the day we got the job done."
New Jersey played a tight defensive game and didn't give Colorado many scoring chances in the first 58 minutes of regulation. The Devils got sticks in passing lanes, disrupted odd-man rushes and forced the Avs to take outside shots.
The Avalanche had only five shots in the third period and 20 shots overall when Roy pulled Giguere.
The Avs players rewarded Roy's trust in them with two big goals.
"They didn't give us much throughout the hockey game, but we stuck with it," Parenteau said. "We played a good game I thought overall. We didn't match them that much offensively, but it was a good road game. We were patient, and we got rewarded for it in the end."
MAC BACK AT 'THE ROCK'
Monday's game was Nathan MacKinnon's first at the Prudential Center, but the rookie forward already had plenty of memories in the Devils' home arena.
MacKinnon was selected first overall in the 2013 NHL Draft, which was held at the arena unofficially called "The Rock."
In his first NHL game in Newark, MacKinnon had five shots, won seven of 10 faceoffs and assisted on the overtime-winning goal.
Despite the offense, MacKinnon said it was the toughest defensive game he had been in this season.
"It was probably the biggest defensive battle I have been apart of," he said. "It was only my 55th game, and I'm still learning a lot and today I definitely learned something new."
MacKinnon has had a solid rookie season since the draft. He leads all NHL rookies in points (41), goals (20), power-play goals (8), game-winning goals (5-tied) and shots (160). MacKinnon is the seventh rookie in Avalanche history (since 1995-96) to surpass the 20-goal mark.
He is also coming off a nine-goal January, which led Colorado and all NHL rookies in the month. His nine tallies were the second-most ever by an Avalanche rookie in a single month, one shy of Marek Svatos' record of 10 in January 2006.
GIGUERE NETS WIN
Jean-Sebastien Giguere made 27 saves on Monday against New Jersey and earned his first victory since stopping 26 shots on Dec. 6 at Calgary.
He had lost four-straight decisions after starting the season with a 7-0-0 record.
Giguere was solid throughout the game versus New Jersey, stopping 10 shots in the first period, nine in the second and eight in the third.
The only puck that got past him was an outside shot by Ryan Carter with 1:35 left in the opening period.
The victory was Giguere's 259th of his career and gives him sole possession of 44th place on the NHL's all-time wins list.
STASTNY, TANGUAY MISS SECOND STRAIGHT
For the second consecutive game, the Avalanche was without two of its top forwards.
Center Paul Stastny and left wing Alex Tanguay were not in the lineup against the Devils after dealing with minor injuries suffered in last Thursday's win against Minnesota.
Stastny injured his ankle in the third period against the Wild, while Tanguay tweaked his knee in his third game back in the lineup. Tanguay had missed 36 games with knee and hip injuries before returning Jan. 24 at Florida.
Tanguay had two points in his three games since back in the lineup, while Stastny had found his scoring touch as of late with goals in three of his last four games and 22 points (eight goals, 14 assists) in his last 20 contests.