Mali's football federation, however, plan to report the French coach to world governing body FIFA for breaking his two-year contract.
"We have no choice but to take this matter up with FIFA," the federation's vice president Moussa Konate told reporters in Bamako.
Carteron, whose defection has caught Mali by surprise after he took them to third place at the African Nations Cup finals in South Africa at the start of the year, said he would stay on for the home matches against Rwanda and Benin next month if asked.
"It seems the respectful thing to do because I was the one who picked the squad," Carteron told French radio on Friday, saying he had intended to resign after the June qualifiers in any case because of the political instability in Mali.
"My departure leaked out to the media and accelerated the process but I defer to the Mali federation as to whether they need me for the two games."
The 42-year-old Carteron signed a two-year deal with Mazembe in Lubumbashi on Wednesday even though his contract with Mali runs until July next year.
Mali are tied at the top of their qualifying group and, with two home games next, were set to place themselves in a good position for a serious tilt at a first World Cup place.