After the bowlers restricted the Kiwis to a below-par 153 for eight, Roy's belligerent 78 helped the 2010 champions romp home with 17 balls to spare.
England's new-found aggression was evident in the way Eoin Morgan's side began and ended their run chase at the Feroz Shah Kotla Stadium.
Opening batsman Roy set the tone with four boundaries in the first over from Corey Anderson before Jos Buttler (32 not out) sealed the win in style, hitting a six off spinner Mitchell Santner.
"That's the way a lot of us play," man of the match Roy told the presentation ceremony. "The whole team has got that kind of licence, that kind of opportunity to go out there and do what they want and be free with their skills.
"When you get off to a good start...there's no reason why you shouldn't just keep going. I did keep going and got a bit of luck," added the 25-year-old after compiling a career-best score in a T20 international.
"It was not an idea to try and smash every ball. Sometimes when you go in you struggle and you don't get a boundary in your first 10 balls and it's tough for an opener."
It was a good all-round display by England, who now meet hosts India or West Indies in Sunday's final, but Roy refused to call it a perfect performance.
"Obviously there are a few bits we need to work on," he said. "We had to claw our way back after they made a good start, credit to the boys for dragging us back."
For the second time in three matches, Morgan fell for a first-ball duck but Roy said his skipper was due a big score.
"He is a great captain, he has got a great work ethic," added the opener. "To work under someone like that gives you a huge amount of confidence.
"If he gets a good score to win us a game, no one would even remember what happened in the previous game. He is ... someone a lot of our boys look up to."
(Editing by Tony Jimenez)
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