Although Gary Madine's 50th-minute penalty was all that separated the sides, it was no fluke win by Wednesday, who restricted their Premier League opponents to just one shot on target.
Jol told BBC Radio 5 Live: "Considering they made five changes and we only had one player rested, that was very disappointing and they deserved their win.
"We didn't trouble their goalkeeper enough. You could see we missed our creative department, with (Mladen) Petric injured, and with Dembele not there.
"That was the problem up front, so we couldn't play our football like we know we can."