"Coach, I think I should play," he texted on the eve of Saturday's playoff game against the Phoenix Suns.
Luckily for the Blazers, McMillan agreed.
Roy was activated Saturday, then helped Portland to a 96-87 victory that evened the first-round series at two games apiece.
Eight days removed from arthroscopic surgery on his right knee, Roy made his surprising return to the court to the strains of the theme from "Rocky" blaring from the Rose Garden sound system, then went on hit a key 3-pointer late in the game that shifted the momentum squarely in the Trail Blazers' favor.
"I just didn't feel right sitting in the training room knowing that I could contribute -- so I just had to keep begging coach," Roy said afterward.
The first-round series now moves back to Phoenix on Monday night. It wasn't supposed to include Roy, but things changed Friday.
McMillan said it was a "long, sleepless night" in deciding to play Roy, the team's unquestioned leader. He even brought owner Paul Allen, the billionaire co-founder of Microsoft, in on the discussion.
"All kinds of things went through my head, thinking about the risk of him reinjuring himself," McMillan said. "But our doctors didn't feel like Brandon could hurt himself."
LaMarcus Aldridge, who had been double-teamed all series long without Roy, benefited the most from his return, with 31 points and 11 rebounds.
"As soon as he checked into the game, I got my first open shot with nobody guarding me, so I was thinking thank God he's back," Aldridge said.
Roy, who had the surgery to repair a torn meniscus, came into the game to a deafening ovation with 4:06 left in the first quarter and made a layup about a minute later to put Portland ahead 20-19.
Roy played a relatively quiet 26 minutes, but hit a 3-pointer with 4:55 left that gave Portland a 85-79 lead.
"I'd certainly say it gave them a lift," Suns guard Steve Nash said. "More than anything it just gave everyone a boost in their spirit and attitude. That was good for the crowd and good for his teammates to have him out there."
Amare Stoudemire led the Suns with 26 points.
After dropping the series opener 105-100 in Phoenix, the Suns cruised to a 119-90 home victory before beating the Blazers 108-89 in Portland to take the series lead going into Saturday's game.
"We didn't bring it, we just didn't bring it," Stoudemire said. "We realized how important the game was. We didn't bring the effort, we didn't bring the energy, we didn't rebound, we didn't attack. We had a chance to go up 3-1, which would have been great. Now we've got to go back to a must-win situation."
The Suns in the previous two games had stymied Portland with an up-tempo pick-and-roll, kicking the ball out to Jason Richardson, who had a career playoff-high 42 points in Game 3.
The Blazers caught on in Game 4, limiting Richardson to 15 points. Nash also had 15 points and eight assists.
"For us, the difference in the game was that we didn't play with the energy that we needed to in order to beat this team," Suns coach Alvin Gentry said. "And if you don't, you struggle. I thought we had the pace of the game where we needed to have it at the start, but we ended up with 37 in the second half. You won't be able to beat this team doing that."
The Blazers were much more competitive at the start than they had been the past two games. Rudy Fernandez hit a 3-pointer that put Portland up 35-33 in the second quarter and the Blazers extended the lead to 51-45 with 2:09 left on Aldridge's dunk.
Richardson hit two consecutive 3-pointers to open the second half and gave Phoenix a 56-54 lead.
Portland responded, going up 70-64 on Jerryd Bayless' fast-break jumper, but the slight cushion was short-lived and Stoudemire's hook tied it 74 early in the fourth quarter.
The Suns were unable to pull ahead, despite poor shooting by the Blazers from the field. Portland missed 12 straight shots but was able to stay in the game on the free throw line.
Then came Roy's 3-pointer with 4:55 left to make it 85-79. He also made a pull-up jumper with 2:10 left that gave the Blazers a 91-83 lead, their biggest of the game.
Roy's injury was the latest to strike the unlucky Blazers this season. Nicolas Batum missed 45 games to start the season after shoulder surgery, centers Greg Oden and Joel Przybilla both had season-ending knee surgery, Fernandez had back problems, and former Blazer Travis Outlaw, later traded to the Clippers, was out for an extended period because of a foot injury.
Roy himself was out for 15 games because of a sore hamstring.
Roy, who for a long time had a note with the words "Stay Humble" in his locker, gave himself an average grade.
"For the first game in a couple of weeks I thought I did OK," he said. "Once I get my rhythm back, I'm capable of making shots."
The Blazers put forward Dante Cunningham on the inactive list with a stomach virus, making room for Roy. ... Blazers forward Nicolas Batum, a game-time decision after injuring his right shoulder in Game 3. ... Phoenix remained without 7-foot center Robin Lopez, who went down with a back injury. He was ruled out of the first round.... It was just the third time in his career that Roy has played off the bench.