The Cottagers had appeared to be on the way up after beating Crystal Palace 4-1 on Monday but suffered a setback on the south coast on Saturday.
Rickie Lambert and Jay Rodriquez struck as the Saints retained their unbeaten record at home and condemned Fulham to their fifth defeat of the campaign.
Fulham mustered just one shot in 90 minutes and had only 35 per cent of the possession as they were outclassed by a dominant Southampton side.
"In the end it is very strange and awkward to say but if you look back at the first half and you come away with 2-0 you can be pleased," he told Sky Sports.
"The only good thing is we kept it to 2-0. We were very disappointing in the first half, the second was a bit better.
"We still couldn't create. Everything we did against Crystal Palace we didn't see today."
Jol had plenty of praise for Mauricio Pochettino's men, who are now unbeaten in seven games, but bemoaned his side's lack of creativity going forward.
"They are very strong, athletic and aggressive," he added. "You have to match them and if you don't you can and will lose these games.
"The most disappointing thing for me is we didn't create anything ourselves.
"If you score one goal you are back in the game. But we couldn't get that break or score that goal."
"Disappointing?" That will be some Dutch translation for dire I'm assuming. Add another 'D' Disinterested. What a shocking performance by Fulham. They looked exactly what they are, a bunch of toilers lacking leadership or motivation. Defensively a complete shambles, mid-field completely over run and the Berbatov / Bent 'strike' partnership is laughable. Did Bent actually touch the ball? I'm afraid Mr Khan will need a re-think on the plane home today. Di Matteo would provide motivation, shape and some tactical awareness. Jol I'm afraid is past it and all his gobble digook answers make him look more and more ridiculous. Sorry, time to go.- jackstumps