Born at Haigh, near Wigan, Lancashire on 23 March 1766, he was the half-brother of the poet John Roby; his parents belonged to the Church of England.

Beginning to preach in villages round Bretherton, Roby resigned his teaching position and entered Trevecca College; but only stayed six weeks.

After preaching at Worcester, Reading and Ashby-de-la-Zouch, he became Johnson's assistant at St. Paul's Chapel, Wigan.

On 3 December 1807 a new chapel was opened for him in Grosvenor Street, Manchester, where he ministered for the rest of his life.

He trained some 15 students for the ministry, financed by his friend Robert Spear; Lancashire Independent College then built on these efforts.