His convoy exited at about 5.15 PM from the rear gate to give a slip to the large number of mediapersons who had been camping at the gate since the morning.
There was heavy deployment of police force and Provincial Armed Constabulary personnel at the main gate of the Sahara Sahar.
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Roy is said to have been taken in a convoy of three to four vehicles will tinted windows to the court of Chief Judicial Magistrate in Lucknow.
Roy was arrested in the morning after having evaded for two days a non-bailable warrant issued by the Supreme Court for his failure to appear before it in a case of non-refund of Rs 20,000 crore to investors.