Now he returns as coach and vice president of hockey operations with the hope of having a similar impact.
Roy was named to the two roles by the Avalanche on Thursday. His introductory press conference is being held Tuesday at 3:30 p.m. ET and will be streamed live on NHL.com.
As vice president of hockey operations, Roy joins his old running mate from the glory days, Joe Sakic, who was named to his executive post earlier this month.
Before the Avalanche were in Colorado, the franchise was known as the Quebec Nordiques, and they weren't very good. In the final eight seasons in Quebec City, the Nordiques made the Stanley Cup Playoffs twice and never advanced past the second round.
In 1995, the team relocated to Denver. Two months after the start of that season, Roy joined the team in a trade with the Montreal Canadiens and made the Avalanche a legitimate contender. Six months later, the Avalanche won the Stanley Cup, and Roy was on his way to becoming a Colorado sporting icon.
Roy was acquired, along with Roy Keane, on Dec. 16, 1995 in exchange for Jocelyn Thibault, Martin Rucinsky and Andrei Kovalenko. The trade came four days after Roy felt he was embarrassed by the Canadiens coaching staff being left in during a blowout loss at the Montreal Forum.
Roy went 22-15-1 in 39 regular-season appearances with the Avalanche, then went 16-6 with a 2.10 goals-against average and .921 average as they claimed their first Stanley Cup with a four-game sweep of the Florida Panthers.
It was a historic victory in Denver for many reasons.
That Stanley Cup was the first major professional championship won by a Denver-based team, and the Avalanche are the only team in NHL history to win the Stanley Cup their first season after a relocation and the second team to win a championship their first season after a relocation in any of the four major North American sports leagues, following the NFL's Washington Redskins (who moved from Boston in 1937).
It also was the start of an amazing seven-year run that saw the Avalanche reach the Western Conference Finals six times and win another Stanley Cup in 2001 with a comeback from a 3-2 deficit in games in the Final against the defending champion New Jersey Devils.
Roy was in the middle of all that, winning the Conn Smythe Trophy in 2001, his third, and his fourth Stanley Cup championship.
As a member of the Avalanche, Roy played in 133 playoff games, going 81-52 with 18 shutouts. During that run, his save percentage never dipped below .906.
Not surprisingly, Roy holds almost all of the club's franchise goaltending marks.
Now, after a coaching and general manager apprenticeship in the Quebec Major Junior Hockey League with the Quebec Remparts team he also owns, Roy returns to the NHL franchise he helped define hoping to be a savior again.
He inherits a team that is among the League's least successful. The club has made the Stanley Cup Playoffs in two of the past seven years, and not since a first-round loss in 2010. This summer, the Avalanche hold the No. 1 pick in the NHL Draft, likely assuring they will inherit another franchise player.
So the scenario is quite similar to Roy's arrival in Denver. Now he hopes to follow a familiar plot line in his sequel with the Avalanche.