The 75-year-old actor has acted as a goodwill ambassador for the charity for the past 12 years.
Sir Roger is the second James Bond knight - his predecessor in the role, Sean Connery, was knighted three years ago.
He said: "I am so proud to be the recipient of this great honour. I am doubly proud because this is an acknowledgement of Unicef, the United Nations Children's Fund, an organisation I am honoured to work for as an international goodwill ambassador.
"I accept this title on behalf of the many thousands of volunteers and workers at Unicef who dedicate their lives to helping the millions of children in need around the world today."
And he added: "I only wish my mother and father could have been alive to see this day."
Sir Roger's father died in 1997 and his mother died around 20 years ago.
The actor, who recently had a pacemaker fitted after collapsing on stage during a performance on Broadway, is currently at his home in Monaco.