After Murphy was removed as club captain last week, he was linked with a return to Fulham as a coach.
But Jol said: "In England, 10 years ago you could get your coaching licence from the supermarket with your bacon and your beans.
"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."