Roy scored at 3:34 of the first period to give the Golden Knights a 1-0 lead, deflecting Zach Whitecloud's shot from the point.
Vegas has scored first in all of its games this season.
"They came out hard," Oilers forward Zack Kassian said. "I think in the first period we were overwhelmed. Their forecheck was good, they were buzzing around in the o-zone, but I think our special teams won us the period."
Hyman scored on the power play at 8:37 of the first to tie it 1-1.
The Golden Knights were held to one shot on goal during a 5-on-3 power play 16:37 of the first that lasted 1:38. Draisaitl had a scoring chance down two men, but it was blocked.
"I don't think it was a turning point, but it's obviously an opportunity that we didn't capitalize on," Vegas forward Reilly Smith said.
Vegas is 0-for-9 on the power play this season.
"Let's be honest we could have easily had a couple of goals there tonight," DeBoer said. "You've got to give their goalie some credit. It wasn't like we couldn't get in and didn't get looks. Sometimes the other goalie made some big saves, or we didn't cash in on the good opportunities that we had."
Patrick gave Vegas its second lead 2-1 at 1:25 of the second on a deflection from Dylan Coghlan's attempt from the point.