Coleman, who led his side to the Euro 2016 semi-finals, said the 2018 World Cup will be his last as Wales boss.
The FAW says it would be hard to keep Coleman, 46, if he decides he wants to manage a club side before then.
"I know he misses the day-to-day running of a football club, working with players," Roberts said.
"He's got a burning desire to take Wales to a World Cup and I think that really is what's made him sign his new contract.
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"But if a big contract came up from a Premier League club I think it would be hard for Chris to turn down."
Coleman, who managed Fulham in the Premier League between 2003 and 2007, signed a two-year contract extension with Wales in May.
Football Association of Wales chief executive Jonathan Ford is hopeful Coleman will his see out his contract until after the 2018 World Cup in Russia.
But Ford conceded it would be difficult to keep Coleman if the former Crystal Palace and Blackburn Rovers defender wants to move into club management before then.
Coleman, who succeeded the late Gary Speed in January 2012, has expressed a desire to manage abroad in the future having previously coached in Spain and Greece.
He managed Real Sociedad and Greek side Larissa after a spell in charge of Coventry City.

The carriageway was closed between junction 15 near Northampton and Newport Pagnell Services, with congestion stretching back as far as junction 15a for Towcester.
Police were called to the incident at about 18:45 BST on Thursday and have also closed two northbound lanes.
A Northamptonshire Police spokesman said traffic was being turned around in an attempt to get it off the motorway.

Lasse Vibe netted a first-half double for the Bees which followed a Nico Yennaris close-range finish to make the result all but secure by half-time.
Zach Clough scored a second-half consolation from the penalty spot for the Trotters after Alan McCormack was penalised for a foul.
Bolton are 17 points from safety with six games remaining in the season.
Defeat for Bolton extended their dreadful sequence of no away wins in a year and means defeat at Derby at the weekend will spell relegation for Wanderers.
A second win in as many games for Brentford lifted them 12 points clear of the bottom three.
Alan Judge was the creator of the home side's first chance when he almost looped a cross from the right over Ben Amos, but struck the bar.
The midfielder provided a pinpoint cross from Vibe's second goal with a header, which was the Denmark striker's third goal in two games.
Brentford manager Dean Smith:
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"If you'd said to me three weeks ago that we'd have two wins on the spin at Nottingham Forest and again here, I'd have bitten your hand off.
"It means we can go to Ipswich on Saturday and try to make it three wins in a row and then we can be looking at a top 10 finish.
"I wanted more goals but with the run of form we've been on I wanted a result and that was the most important thing."
Bolton caretaker manager Jimmy Phillips:
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"We have to give the supporters something to cheer about rather than give them the kind of displays we gave in the first half tonight.
"In the second half we were more competitive and we always say we have to compete before we can play.
"Before the break we were nowhere near as competitive as we needed to be."
Wales manager Chris Coleman would find it very difficult to turn down a Premier League job, says his former international team-mate Iwan Roberts.
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A lorry fire has closed a southbound section of the M1 in Northamptonshire.
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Bolton could be relegated to League One on Saturday after they were beaten by Brentford at Griffin Park.