A 3-2 defeat at Liverpool was followed by a 4-1 second leg defeat at Inter Milan, where only away goals saved Tottenham's blushes after extra-time.
Dembele knows that they must regain the winning thread if they are to keep their Champions League qualification hopes alive.
"We lost against Liverpool, but I thought we played well," the Belgian said. "Against Inter it was a different game to the one against Liverpool.
"This one against Inter we were not confident, but against Liverpool we were.
"It was a bit embarrassing. We thought it was going to be easier than this.
"We knew they were going to fight but it's a shame that we let them into the game.
"We had to work much harder but we are through and we have to take lessons from the game into the Fulham game.
"The thing is that if you go to a place with a 3-0 lead you take a different mentality. That was wrong.
"It didn't work, what we wanted to do. But we are through and that is okay.
"Against Fulham we have to be fully concentrated and go for the win.
"They have good players and against big teams they always play well. They are a good team. They have some good players."