The tourists were given a target of 360 in the first ODI after Gayle ended his six-month exile from the team by hitting 12 sixes in a knock of 135. England's previous best pursuit was the 350 they scored against New Zealand in 2015 but Jos Buttler clipped his first ball for four to put England on 364-4 and seal a historic win with eight deliveries remaining.
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Roy led England at the top of the order with 123 in 85 balls, while Root all but finished the job with a measured 102 before falling with the scores tied.
Gayle, beginning a lap-of-honour that will end with retirement after this summer's World Cup, was nearly caught when he was on just nine from 33 balls when he fended Liam Plunkett just over the grasping Roy at point.
Four balls later he struck his first six and began working through the gears, clattering four sixes from Plunkett's 14 balls at him.
Where Gayle's first 50 had occupied 76 balls, his second 50 required only 24. He celebrated the moment by dropping to his knees and hailing the pavilion before getting to his feet, balancing his maroon helmet on top of his bat.
He finally fell in the 47th over, turning a Ben Stokes slower ball into his stumps.
The England all-rounder finished with 3-37, including the wicket of Carlos Brathwaite.
Adil Rashid also took three wickets, despite being curiously held back until the 34th over, and Nurse added three late sixes to break the innings record of 22 previously held by New Zealand.
Far from being overwhelmed by the chase, Roy went after opening pair Devendra Bishoo and Oshane Thomas.
Roy's fourth ball of the day, from Bishoo, disappeared down the ground for six while both he and Jonny Bairstow used Thomas' express speed against him amid a flurry of early boundaries.
England reached 50 inside six overs and 100 in exactly 12, with Roy's focus undimmed by Bairstow's departure for 34. With Root calmly accumulating, the West Indies needed to halt Roy's charge but a top edge drifted away from Thomas in the breeze and Holder failed to grab a reaction caught-and-bowled on 82.
Roy had further luck before finally slicing Bishoo to short third man. Root put on 116 with Eoin Morgan, who made an enterprising 65, but found an equally willing accomplice in Nurse, who misread a hat trick of takeable chances to leave England's finisher in position until the closing moments.