Mali, who under Frenchman Carteron finished third at this year's African Nations Cup in South Africa, have 2014 World Cup qualifiers against Rwanda and Benin on June 9 and June 16.
"We consider Patrice Carteron the coach of Mali," the country's football federation president Hamadoun Kola Cisse said in a French radio interview.
"He is under contract to us until next year but by going and signing another contract he exposes himself to sanction," Cisse added.
At around the same time as the interview, former St Etienne and Sunderland defender Carteron, 42, was being unveiled at a public meeting at Mazembe's stadium in Lubumbashi.
"We will have no objections to Carteron being in charge of Mali for their two matches in June despite him having signed a contract with us," chairman Moise Katumbi said.
Mazembe, who have won the African Champions League twice in the last four years, are financed by Katumbi, who is also governor of the copper-rich Katanga province.
The club have a squad bursting with internationals from Ghana, Mali, Tanzania, Uganda, Zambia and Zimbabwe as well as the Democratic Republic of Congo and are making the coaching change after surprise early elimination from this year's African Champions League.
Mali share top place with Algeria in Group H with six points from three matches at the halfway stage of the African World Cup qualifiers. The two sides meet in the final group match on Sept. 6.
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