member of the group. Rounding out the original sextet were guitarist Roger Bunn (who had issued the well-regarded solo studio album Piece of Mind earlier in 1970) and drummer Dexter Lloyd, a classically trained timpanist.

The group's name was derived from Ferry and Mackay making a list of old cinemas, and Ferry picking Roxy because it had a "resonance", some "faded glamour", and "didn't really mean anything". After learning of an American band with the name Roxy, Ferry