Mr Roy has told SBS he was caught in a firefight between the self-proclaimed Islamic State and Kurdish Peshmerga forces in Iraq.
Wyatt Roy says the attack place near the town of Sinjar, west of the key city of Mosul, which is still under IS control.
Sinjar and its surrounds were the site of a siege by IS in 2014 that the United Nations says is estimated to have resulted in the abduction, forced displacement and deaths of thousands of people from the Yazidi minority group.
Speaking via Skye from Erbil, the capital of the Kurdistan region of Iraq, Mr Roy said he had arranged with Peshmerga fighters to visit the battle frontline, not long after which IS - also known as Daesh - launched an assault.
"For about half an hour we were being attacked by Daesh terrorists who were somewhere between one kilometre and 500 meters away with 50-caliber weapons and RPG fire and mortars.The Peshmerga were incredibly calm and very professional in the way they responded to the Daesh attack."
Wyatt Roy says reinforcements to the Kurdish fighters arrived from Sinjar and together with the help of coalition airstrikes were able to end the confrontation.
The 26-year-old says he travelled to Iraq because of his long-standing interest in the region that goes back to the time he was a parliamentarian.
"I've taken a delegation to Baghdad in the past. It's an area that I've had a strong policy interest in. And, of course, the town I visited, the town of Sinjar, is effectively the home for the Yazidi people. These are remarkable people who are effectively facing genocide at the hands of the very evil forces of Daesh."
Mr Roy became the youngest person to be elected to the House of Representatives six years ago, at the age of 20.
He left politics after losing his seat in this year's federal election, but says during his time as a Liberal MP he had called for Australia to increase its humanitarian intake to accommodate members of Yazidi and Christian minority groups displaced in the Iraqi and Syrian conflicts.
Dr Clarke Jones is a counter-terrorism expert at the Australian National University in Canberra.
He says, in his view, Mr Roy appeared to lack adequate training to travel to a war zone.
"It's an extremely hostile place to be in. I think that unless you've got the right sort of training, deployment training - and soldiers or people going overseas, police that are going overseas to those sorts of areas, undergo extensive sort of training - so if you haven't gone through that type of deployment, then it's probably an extremely dangerous and perilous situation to be in."
Dr Jones says there are also questions about the legality of Mr Roy's decision and the message it sends at a time the Australian government is trying to discourage people from travelling to overseas war zones.
"He is also in a legal perilous position. He could quite easily be in breach of Australian legislation which prohibits people to go to those sorts of conflict zones. If he does get involved in conflict he is certainly in a very gray area. He could certainly be breaking Australian law. And this sort of act is irresponsible because they've sent a very strong message to young people for whatever reason - good or bad - to not go across to Syria and Iraq because of being in a conflict zone and because of the groups that are operating in both countries. So, it's irresponsible. It sends a confusing message - 'Why is he allowed to go and why am I not allowed to go?' So, it's certainly wrong on a number of fronts, him travelling across there."
The federal opposition's foreign affairs spokeswoman Penny Wong told SBS "it was a very unwise and dangerous act" for a former member of parliament "who should be expected to know better".
