Roulston, who will race the next month's road world championships in Melbourne and October's New Delhi Commonwealth Games, took the win when he surged ahead of his rivals on the uphill finish of the 185km leg from Hung to Rudersdal in four hours, three minutes 17 seconds.
The Olympics individual pursuit silver medallist from Ashburton was strong in all facets at the front, picking up a number of points in the sprints and mountain climbs along the way.
"Yes I won the last stage here in Denmark today and I couldn't be happier...I needed this, actually my bloody soul needed this. This win is for my boy Moses," Roulston wrote on his blog.
"I was flying today, and I really felt like the old me was back... It was a great feeling," said Roulston of his first Pro Tour win since returning to Europe as a professional last year.
"I really got to enjoy the win. It's been a while since I've had my arms in the air. The feeling was amazing.
"Today's win has now confirmed I can do it. I've always known I had 'it' but sometimes it just takes a while to crack it."
HTC-Columbia sport director Brian Holm told cyclingnews.com "Hayden rode like he had diamonds in his legs today".
"He was amazing when he went up the final 800m straight -- it was a very, very hard stage today. It was raining, and it was fast all day."
Fellow New Zealander Clinton Avery, a recent signing with American great Lance Armstrong's Radio Shack team was fifth at 2sec, with Kiwi teammates Jesse Sergent and Sam Bewley at 20sec in 59th and 60th placings respectively for the stage.
Saxo Bank's Jakob Fuglsang won the tour for the third straight time in 19hrs 3min 38sec with Garmin Transitions' Svein Tuft second and Radio Shack's Matthew Busche second and third overall respectively.
Sergent was 15th overall at 13sec, Roulston 19th at 2min 44sec, Bewley 31st at 4min and Avery 64th at 15min 54sec.
