Le Roy has had a varied managerial career, starting out at the small French club Amiens SC, after taking over as manager when his playing days ended. His achievements in leading the Cameroon national team to be runners-up in the 1986 African Cup of Nations, and then champions in the 1988 competition, are often cited as his greatest managerial accomplishments. He then took charge of Senegal when they reached the quarterfinals at the 1992 African Cup of Nations, and returned to Cameroon to lead them during the World Cup in 1998. In between, he also coached Malaysia national football team from 1994 to 1995.