Le Roux was responsible for unlocking the tight Kings' defence in the last minute of the first half, sending centre Johann Sadie over for their first try, and then in the 62nd minute, Sadie returned the favour as he made all the running for Le Roux to stroll over for the bonus-point try.
The Cheetahs took a 13-12 lead into the break, but the Kings, with the inspiring Demetri Catrakilis kicking like a metronome, regained the initiative after he slotted over his fifth penalty soon after the restart. The visitors, however, then took control.
Forcing the Kings to make numerous tackles with a constant attacking approach, and distributing the ball with great control and fluency, the Cheetahs created chances for scrumhalf Piet van Zyl and Sadie, for his second, to cross over for tries.
Flyhalf Elgar Watts, who matched Catrakilis's precise goal-kicking, kept the Cheetahs on top by converting all four tries and adding two penalties for a personal tally of 14 points.
After Le Roux scored his try, he left the field with what seemed to be niggling leg injury.
The visitors were made to work hard for their win, but they complemented their attacking strategy with a strong defensive attitude, which they displayed in the last 10 minutes as the Kings tried desperately to close the gap.
They kept out the hosts until the 79th minute when replacement scrumhalf Nicholas Vergallo scampered over to the joy of the home crowd.
Fullback George Whitehead added the conversion in a pleasing finish for the Kings, but the day's honours belonged indisputably to the high-flying Cheetahs outfit, who bagged their ninth victory of the season.
Teams:Kings:
15. SP Marais, 14. Siyanda Grey, 13. Ronnie Cooke, 12. Andries Strauss, 11. Marcello Sampson, 10. Demetri Catrakilis, 9. Shaun Venter, 8. Cornell du Preez, 7. Luke Watson (captain), 6. Wimpie van der Walt, 5. David Bulbring, 4. Steven Sykes, 3. Kevin Buys, 2. Bandise Maku, 1. Schalk Ferreira
Substitutes: 16 Virgile Lacombe, 17 Grant Kemp, 18 Rynier Bernardo, 19 Jacques Engelbrecht, 20 Nicolas Vergallo, 21 Shane Gates, 22 George Whitehead.
Cheetahs:
15 Hennie Daniller, 14 Ryno Benjamin, 13 Johann Sadie, 12 Robert Ebersohn, 11 Willie le Roux, 10 Elgar Watts, 9 Piet van Zyl, 8 Philip van der Walt, 7 Lappies Labuschagne, 6 Heinrich Brüssow, 5 Francois Uys, 4 Lodewyk de Jager, 3 Lourens Adriaanse, 2 Adriaan Strauss (captain), 1 Coenie Oosthuizen
Substitutes: 16 Ryno Barnes, 17 Trevor Nyakane, 18 Rynhardt Landman, 19 Boom Prinsloo, 20 Sarel Pretorius, 21 Riaan Smit, 22 Raymond Rhule