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.
Wales manager Chris Coleman would find it very difficult to turn down a Premier League job, says his former international team-mate Iwan Roberts.