Adin Hill, who will represent Canada at the 4 Nations Face-Off from Feb. 12-20, made 14 saves for Vegas (32-17-6), which was 0-2-2 in its previous four games.
Hill (20-10-4) reached 20 wins for the first time in his eight NHL seasons.
"I didn't really know that, so now I'll go for 30," Hill said. "I thought we looked fresh and got a lot of pucks to the net."
The Golden Knights outshot the Devils 40-15 and are 4-0-3 all time at Prudential Center.
"That's our strength, that's our bread and butter," Eichel said of the defensive effort. "I think, as a team, sometimes when you're not scoring and producing offensively, you got to stick to your structure and rely on what helps you win games. For us, it's been defense.
"It's been defense for years now, so I think whenever we play within our structure and competitively in our own end it gives us a chance to win and we waited for the goals to come and they started coming tonight, so we'll continue to work on it."
Jake Allen made 37 saves for the Devils (30-20-6), who are 2-3-0 in their past five games.
"[How Vegas played is] the bar, that's the standard," Devils forward Stefan Noesen said. "We had times we were OK but OK is not good enough. Hopefully we can learn from this and understand that's what it takes to win. We were doubled in shots, way too cute. At some point we have to figure this out."
Roy gave the Golden Knights a 1-0 lead at 3:09 of the second period. Roy's initial shot from the left face-off circle was stopped by Allen, but he slammed in the rebound just before Luke Hughes could sweep it off his stick.
"Getting that first goal was huge for us," Roy said. "It was a great effort defensively. We didn't give them much room. If you want to win games in this league, you have to be good defensively. It was a good 60 minutes tonight."