Reports have suggested Murphy could be in line for a return to Craven Cottage as part of the coaching set-up after finding himself frozen out at Blackburn.
Murphy has been stripped of the captaincy at Ewood Park and it appears he does not figure in manager Michael Appleton's plans.
Jol insists he is in the dark over reports that Murphy could return to Fulham and admits he has not spoken to the former Cottagers favourite.
"In England, 10 years ago you could get your coaching licence from the supermarket with your bacon and your beans," said Jol.
"Now you have to do your courses, so I don't see that happening because in England it is quite firm. So no, I don't see that happening.
"We haven't thought about it and we haven't spoken about it. I don't even know what he wants. He is at Blackburn. It was his decision to go there. So maybe he will be a coach at Blackburn, I don't know."