When South Africa beat Congo 2-0 in Pointe Noire on Saturday, Mashaba was quoted saying he knew that if Congo failed to score in the first 10 minutes then they don't do anything afterwards.
That didn't sit well with Le Roy, who felt Mashaba was not humble after winning.
And after the goalless draw on Wednesday at Peter Mokaba Stadium, Le Roy claims Mashaba acted in an unsporting manner and, as a result, he may report the matter to CAF.
"I'm shocked by the behaviour of the coach of Bafana Bafana," he says. "At the end of the game he did something that I cannot do in front of the ladies [in the press conference].
“I can tell that it is the first time in my 34/35 years as coach I have never seen that. CAF must get the photo... it is unbelievable," Le Roy claims.
Mashaba, though, says Le Roy must provide proof to back up his claims, which allegedly revolves around the Bafana coach looking in Le Roy’s direction at the end of match and grabbing his crotch.
"I know nothing about that," the Bafana mentor responds.