Roby attended Cowley Language College from 1997-2002 then went on to the Sixth Form. He also went on to Liverpool John Moores University studying sports science but dropped out in his first year to concentrate on his rugby. He played for the North West Counties Under 18s.
Roby made his debut in 2004 against Widnes after progressing through the academy ranks at St Helens. Roby's position is usually as a hooker and has plenty of experience already, playing alongside some of the greats of the game including Keiron Cunningham. Roby has made a massive impact for St. Helens and has played over 50 games for them. In 2005's Super League X, he was narrowly beaten to the Young Player of The Year. St Helens see James as one of the brighter prospects and he seems a perfect replacement for Keiron Cunningham when he retires, so much so that St. Helens were willing to allow Mickey Higham to leave the club and Roby was given a more active role in the team.
Roby holds the honour of scoring the first try at the new Wembley Stadium, scored during St Helens' victory over Catalans Dragons in the Challenge Cup final on 25 August 2007. Roby also won the 'Man Of Steel' award in October 2007 after being judged to have had the most impact on 2008's Super League XIII season, being the youngest player to ever win the award, and also becoming the third St Helens player in a row to win the accolade from 2005–2007, with Jamie Lyon (2005) and Paul Wellens (2006) winning the award previously.