Palmer was born in the Carrolton neighborhood of uptown New Orleans, Louisiana. Early in his career he also played violin, guitar and trumpet. He worked with brass bands including the Tuxedo and the Onward, with Papa Celestin, and with Richard M. Jones band in Storyville and other local groups before moving to Chicago, Illinois in 1917.
From the 1920s on he recorded with many Chicago based bands, including King Oliver, Jelly Roll Morton Lil Hardin Armstrong, Freddie Keppard, and the State Street Ramblers.
Roy Palmer died in Chicago.