In this work, we test the ability of the Ornstein-Zernike equation in the Percus-Yevick approximation (OZPY) to generate interaction potentials from pair correlation functions (PCFs) of monatomic and diatomic Lennard-Jones fluids. The PCFs are generated by solving OZPY equation (monatomic fluid) and molecular-dynamics (MD) simulations (diatomic fluid). Since the interaction potentials are inputs in the OZPY method and the MD simulation, the extraction of the potential from the PCFs using OZPY is a test of self-consistency. This test is necessary if the procedure is to be used to generate coarse-grained (CG) potentials from PCFs. We find that the procedure is completely self-consistent for the monatomic fluid in the whole range of densities studied (reduced density up to 0.55, under reduced temperature of 2.0). In the diatomic case, we find that the procedure is generally self-consistent under both low and high densities, although there is a systematic deviation at high densities. The method is able to reproduce the two parameters (ε and σ) of the input Lennard-Jones potential model to within about 1%. This CG potential generating procedure can be straightforwardly extended to more complicated molecules.