The Surrey batsman smashed 78 off 44 balls before Jos Butler and Joe Root guided England over the line to reach their target with 17 balls remaining.
New Zealand had earlier set England 154 to win with the Black Caps stuttering to 153 for eight as quality death bowling from Ben Stokes and Chris Jordan saw the Black Caps lose seven wickets for 64 in the last ten overs.
Roy set up the pursuit by dominating an opening stand of 82 in just 8.2 overs with Alex Hales before Buttler hit a six to cap off an impressive win.
England have now reached the World T20 final for the first time since their 2010 truimph.
More to follow.