Originally studying medicine at the Université de Montréal Roux gave it up to pursue acting. After travelling and performing in New York and Paris he returned to Montreal and helped create the Théatre du nouveau monde and became a frequent actor in and director of its productions for the next several years. He also turned to writing and wrote successful plays, radio dramas, and television shows.
His greatest fame comes from his role on Les Plouffe a very successful Quebec sitcom. In 1994 he was appointed the Senate and remained there until his mandatory retirement at age 75. A fierce anti-separatist great controversy arose when he compared Quebec separatists to Nazis.
Upon leaving the Senate he was appointed as Lieutenant-Governor of Quebec on August 8, 1996. Controversy reemerged when pictures showing Roux wearing a swastika were found, and evidence emerged that Roux had played an active role in Quebec flourishing pro-Nazi movement in the 1930s. Roux thus resigned his position on November 5, 1996. On May 31, 1997 Roux returned to public life when the government appointed him to be chair of the Canada Council, a position he still holds.