Jol had hoped to sign Stekelenburg, but the move collapsed while the Dutch No 1's plane was in the air en route to Heathrow.
Stekelenburg said: "This feels like a major setback in many ways. I was really looking forward to getting started at Fulham. It is a great club and it would be an understatement to say the league is great too. It is a blow and I will need time to process it."