Jol's men started brightly and could have taken the lead in the 13th minute, only for Darren Bent to waste a one-on-one opportunity and shoot straight at Chelsea goalkeeper Petr Cech.
But that was as close as Fulham got to scoring, as Chelsea responded before Oscar and John Obi Mikel scored in the second half.
Jol admitted that his men did not attack enough against a Chelsea side who entered the match on the back of a four-match winless run in all competitions.
"I'm not happy after a defeat," said the Dutchman. "I thought that, especially (in) the first 15 minutes, they were really worried. They couldn't find a space, they couldn't find a solution.
"That is probably the moment you have to punish them and we couldn't do that.
"(But) for me, it is not enough. If you are playing the way we played, I think you have to create more, especially on the right and the left flank.
"They do the same, with (full-backs Branislav) Ivanovic and Ashley Cole. We needed to, and we will in the future. We needed a little more.
"Ashley Cole had a problem, Ivanovic had a little problem against (Alexander) Kacaniklic but we couldn't continue to do that.
"(The) first half was okay, but if you play away matches, I think you have to do a little bit more to get results."
Jol also acknowledged that Chelsea had improved in the second half, before praising Fernando Amorebieta.
The Venezuela international made his first start for the club and impressed his manager with a composed showing in central defence.
"At half time we were really pleased and we tried to do the same, but in the second half they stepped up a gear, they were more aggressive than us," he added.
"Today I had to integrate Fernando (Amorebieta) at the back so that was a little risk. But I thought that he did ever so well."
