After a successful period of touring following the release of Imagination, Wilson decided to record his first-ever live solo album.

Wilson takes the opportunity to introduce two songs: "The First Time" and "This Isn't Love" (itself a collaboration with Pet Sounds lyricist Tony Asher and used in the movie The Flintstones in Viva Rock Vegas).

Because of Wilson's continuing ease in front of audiences, and the confident performances throughout, Live at the Roxy Theatre received positive reviews upon release.

Live at the Roxy Theatre was initially and exclusively distributed through Wilson's freshly inaugurated website in June 2000 on his own Brimel Records label for one year.

An independent label, Oglio Records, subsequently redistributed Live at the Roxy Theatre to stores with the addition of three bonus tracks.