Police say Roy, who both owns and coaches the Quebec City Remparts of the Quebec Major Junior Hockey League, was accused of shoving a representative of the opposing team.
"We were called to the scene to register an assault complaint against Mr. Roy," said Bruno Cormier, a spokesperson for Saguenay police.
"There was work done by our officers with witnesses of the incident and it all will be handed over to the office of criminal investigations."
According to police, the incident happened after about 50 fans of the Chicoutimi Sagueneens prevented the visiting Remparts players from boarding their team bus after a Friday night game.
Police say they will continue to interview witnesses before meeting with Roy in the coming days.
Roy was inducted to the Hockey Hall of Fame in November after an 18-year NHL career with the Montreal Canadiens and Colorado Avalanche.
The four-time Stanley Cup champions several honours include three Conn Smythe Trophies (1986, '93, '96) as playoff MVP and three Vezina Trophies as the NHL's top goalie (1989, '90, '92).