The 50-year-old's decision comes after the Soweto giants were knocked out of the Nedbank Cup by Free State Stars in Durban.
Amakhosi needed to win against Ea Lla Koto to keep their dreams of winning a major trophy for the first time in three years alive.
However, it wasn't to be as two first half goals from Harris Tchilimbou were enough to see Luc Eymael's side through to their first major cup final since 1999.
Speaking after the game, Komphela protected his players as usual before announcing that he would be stepping down from his position as head coach.
"To be honest, I don't think we deserve the results, but you can't fault the players. So many missed opportunities," Komphela said in his post-match interview.
"What we saw today [Saturday] is not good for football. It calls for reflection also from my side about this club and about the future. If I'm the trigger for this (violence), then maybe one has to say 'maybe step aside, just stop the switch'," said the 50-year-old mentor.
Amakhosi football manager Bobby Motaung confirmed Komphela's departure, saying that everyone associated with the club, including the coach himself wasn't safe.
"We have had to do a lot of reality checks. Players are not safe. People are not safe. The coach is not safe. The coach (Komphela) is stepping down with immediate effect," said Motaung.
Motaung said this after a group of Chiefs fans invaded the pitch to force the players, officials and coaches to run for cover immediately after the final whistle.
Bobby was flanked by Komphela as he addressed the media at the Moses Mabhida Stadium.
The club is expected to make further announcements as to who will take charge of the remaining three league games now that Komphela has left his post.