The Cottagers began brightly but a stunning strike from David Luiz gave Chelsea the lead and two headers from John Terry, one in each half, gave the visitors a comfortable victory.
Fulham boss Jol was left frustrated by the manner of the goals his side conceded after competing well with their local rivals in the early stages of the contest.
"You saw the goalscorers," he told Sky Sports. "John Terry two and David Luiz one, so the defenders scored and that was the story of the night.
"I thought we were great in the first half. We should have scored in the second minute but didn't and then we didn't close Luiz in midfield. It was a great shot but we could have closed it down.
"For the second goal we couldn't clear the ball so we didn't push out to the edge of the box. When that goes in it is always difficult, especially against a good team. The third goal is a corner as well.
"You see the score, it is a bit harsh. They deserved the goals but I thought we were maybe the better team for the first half an hour. That's the frustrating thing - we couldn't capitalise on it."
Jol was also left annoyed by the decision of referee Mike Dean to book Bryan Ruiz for simulation after he stumbled in the box under a challenge.
"I think it was a ridiculous situation," he added.
"Of course, you could argue maybe that the other player didn't touch him. But you could see he lost his balance because of the defender.
"I can live with a goal-kick or whatever but a yellow card? It was never a dive. Anyone could see that. He is the only person on the pitch who thought that was a dive."