The new signing from Brest enjoyed a memorable debut by scoring a brace as Rudi Garcia's men arrested a three-match winless streak by beating les Verts 3-0
Eden Hazard scored from the penalty spot early in the second half to set the champions on their way after he was upended by Sylvain Marchal. Roux's double intervention late on sealed the three points - Lille's first in four games.
Les Dogues debuted their new signing after the former Stade Brestois striker replaced Fenerbahce-bound Moussa Sow during the week.
And Roux made a bright impact in the opening few minutes as he searched out Florent Balmont. The industrious midfielder's effort from Eden Hazard's through ball was smartly thwarted by Stephane Ruffier in les Verts' goal.
Rudi Garcia's men bossed a rather compact midfield - a stark contrast to their limp effort last time out in their 2-0 defeat to Marseille. Roux and Balmont were soon at it again, but this time the latter's effort from outside the box was saved by Ruffier.
Lille were rather more enterprising towards the end of the first period, but failed to convert the chances that materialised. Roux was again at the forefront of the hosts' attacking forays, but their progress was to be largely stunted by Christophe Galtier's well-drilled defensive unit as the sides entered the interval at 0-0.
The game turned on its head five minutes after the break. Hazard's galloping run was checked illegally by visiting captain Sylvain Marchal, with referee Pascal Vileo unhesistant in awarding the penalty.
Hazard calmly stepped up to stroke the ball past Ruffier to give les Dogues the lead. It was Hazard's third goal against Sainte this season, with the Belgium international netting a brace in the reverse fixture.
Joe Cole then flashed an effort wide from Eden Hazard's quickly-taken set-piece, while les Verts failed to seriously put Mickael Landreau to any test.
It was 2-0 in the 86th minute as debutant Roux fired into the bottom corner from close range to seal the points.
The 23-year-old grabbed his second just a few seconds later as he latched onto Hazard's lovely ball to slide past the goalkeeper and cap off a memorable debut.
Rudi Garcia's men pipped Lyon to third spot, seven points behind Carlo Ancelotti's PSG with Sochaux their next opponents. Saint-Etienne drop one place to eighth with 33 points, and face Lorient on matchday 22.