The Cottagers appeared to be heading out of the FA Cup when Nathan Delfouneso netted a late goal for Blackpool, but Kieran Richardson struck an injury-time leveller before Brede Hangeland sent Fulham into the fourth round.
Jol was pleased with the determined fightback, but felt that his side should have killed off the game before the thrilling finale at Bloomfield Road.
"It is about a little bit of quality and character and we showed a lot of character," he said. "But sometimes we need a little bit more urgency up front.
"In the first half we had two or three very good opportunities and you have to take pressure off your team. That is a responsibility you have got and that is what we lack sometimes.
Richardson admitted that Fulham were forced to dig deep to stop themselves from slipping out of the competition.
"We're buzzing. To come back right at the end and score in extra time - a great header from the captain," he said.
"The lads dug in. It was a hard shift, the pitch was bad and conditions didn't help us. We dug in as a team and it was a great victory."