After resigning from the Navy in 1894 he began to study music seriously with Eugène Gigout, then continuing his studies until 1908 at the Schola Cantorum (one of his teachers there was Vincent D'Indy). While studying, he was also busy teaching; his students included Satie and the young Edgard Varèse.
During World War I he served—as did Ernest Hemingway—as an ambulance driver on the Western Front. Following the war, he bought a summer house in Normandy, where he devoted most of his time to composition.
Roussel was by temperament a classicist. While his early work is strongly influenced by impressionism, he eventually found a personal style which was more formal in design, with a strong rhythmic drive, and with a more distinct liking for functional tonality than is evident in the work of his more famous contemporaries (for instance Debussy, Ravel, Satie, and Stravinsky). Roussel's training at the Schola Cantorum, with its emphasis on rigorous academic models such as Palestrina and Bach, left its mark on his mature style, which is characterized by contrapuntal textures. While he has been criticized for his heavy orchestrational style, that may be due to an expected similarity to the subtle and nuanced style of his countrymen, an aesthetic which he did not fully share; compared to the lush German romantic orchestral tradition, it could hardly be called heavy at all.
Roussel was also interested in jazz, and wrote a piano-vocal composition entitled Jazz dans la nuit, which makes an interesting contrast to some of the other jazz-inspired compositions by French composers at the same time (compare it, for example, with the second movement of the Ravel Violin Sonata, or Darius Milhaud's La Creation du Monde).
Roussel's most important works are the ballets Le festin de l'araignée, Bacchus et Ariane, and Aeneas and the four symphonies (of which the Third, in G minor, and the Fourth, in A major, are masterpieces which epitomize his mature neoclassical style). His other works include numerous ballets, orchestral suites, a piano concerto, a concertino for cello and orchestra, a psalm setting for chorus and orchestra, incidental music for the theatre, and much chamber music, solo piano music, and songs. He died in the town of Royan, in Western France, in 1937, the same year that his countrymen Maurice Ravel and Gabriel Pierné died.
Arturo Toscanini included the suite from the ballet Le festin de l'araignée in one of his broadcast concerts with the NBC Symphony Orchestra. Georges Prêtre recorded this same music with the Orchestra National de France for EMI in 1986.