The Frenchman looked set to lead Congo into the last four when Ferebory Dore and Thievy Bifouma capitalised on some dreadful defending to fashion a two-goal lead with just over an hour gone at Estadio de Bata on Saturday.
DR Congo refused to be beaten, though, and produced a remarkable fightback to win 4-2 courtesy of a double from Dieumerci Mbokani, as well as goals from Jeremy Bokila and Joel Kimwaki.
Le Roy, who was coaching in the AFCON for the eighth time, felt his side paid the price for being naive after they were in command of the quarter-final.
The former DR Congo coach said: "Probably this defeat is my biggest disappointment. When we were 2-0 up, we were not far from the dream. But we became euphoric after we scored our second goal and we also lacked a little bit of experience at this level."
Le Roy was also disgruntled with an assistant referee, who he felt should shoulder some of the blame for one of the four goals Congo conceded.
He said: "The assistant referee delayed our substitution after one of my players was injured and we wanted to replace him and it was at that time that they got one of their goals,
"So we played 10 against 11 and that was when we conceded a goal because an official was not diligent enough.
"It's football and, except for this big mistake by the assistant referee, the refereeing has been very good since the start of the competition."
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