Roberts saved well from James Henry 10 yards out after 25 minutes then, two minutes later, made a stunning one-handed reflex stop to foil Wes Thomas’ bullet near-post header.
Against the run of play, Walsall took the lead after 33 minutes as Luke Leahy drilled across the six-yard box for Amadou Bakayoko to bundle home.
Walsall doubled their lead after 48 minutes as Erhun Oztumer latched on to Leahy’s long ball and chipped U’s keeper Simon Eastwood, who got a touch but could not keep it out.
United were back in it on 70 minutes as Alex Mowatt curled home a fine free-kick from just outside the box.
But Roberts made a brave save to stop Jon Obika rounding him when clean through and a fantastic flying stop to flick Henry’s 25-yard thunderbolt away from the top corner.
Agon Mehmeti could still have rescued Oxford a point but he steered into the side netting from six yards in stoppage time.
Olympique Lyonnais winger Memphis Depay is confident that he can become one of the world's top players as long as he improves his consistency.
Napoli manager Maurizio Sarri has heaped praise on the club's fans after receiving the Premio Maestrelli award for the best coach in Europe this season.
Southampton defender Ryan Bertrand backs newly appointed manager Mark Hughes as the right man to ensure the Saints avoid relegation from the English Premier League.