It has been a difficult start to the campaign for the west Londoners, whose manager's position is coming under increasing scrutiny.
Jol is amongst the favourites with bookmakers to become the next Barclays Premier League manager to leave their job, while Fulham fans are quickly losing patience.
"Jol out" was chanted on several occasions during Saturday's 3-1 home defeat to Manchester United, which came on the back of losses at Southampton and second-tier Leicester.
"I have no fear," Jol said defiantly. "In the past they used to say 'have no fear, Martin is here'.
"I don't fear. Sometimes I worry if the supporters are at my back, but on the other hand it is better that they are on my back than the players' back.
"I felt better when I saw the reaction of the players in the second half."
Jol's confidence is admirable considering the increasing levels of vitriol he is facing, as well as the constant questions about his future.
"I get asked about pressure every week and any manager in the league will get this question," the Dutchman said.
"If you are in the bottom half of the table you have to win games.
"It is not as bad as people think, but the only thing is you want to turn it around like Newcastle United did [against Chelsea on Saturday]."
Asked where his unerring belief comes from, Jol said: "Because I know there are always six or seven clubs in trouble.
"I said to somebody on Friday, if you looked at Roberto Martinez [at Wigan] he was always in the bottom three of the table and after games he was always fantastic.
"That is where I get my belief from, because I know we are a better team than at least six or seven other teams.
"We will pick up points and I think we will be fine in the end, but to play against Man U doesn't help."
Fulham paid the price on Saturday for a woeful 13-minute period in the first half, with Antonio Valencia, Robin van Persie and Wayne Rooney netting in quick succession.
The Whites pulled one back when Alex Kacaniklic's shot deflected in off Rooney as the hosts impressed in a second half in which Darren Bent hit the bar and Kieran Richardson came close.
"We started off well, then gave it away," Jol said. "They went through our defence like a knife through butter.
"If I saw us in the first 10 minutes, end of the first half and the whole second half, we are much better than we showed in that short spell.
"It could have gone wrong at half-time, but we stuck together and my boys were so good. They wanted to do well and show character, which is what we told them.
"I take the responsibility so I can't say I am a happy customer, but I am really satisfied that we came back to 3-1.
"We could have scored the second one with Bent or Kieran and 3-2 would have looked a bit better."
Things do not get much easier for Fulham next weekend as they travel to high-flying Liverpool.
United welcome Arsenal to Old Trafford before the international break, but first head to Real Sociedad in the Champions League.
"It will be a difficult game against Socieded," manager David Moyes said ahead of Tuesday's match.
"To go and play a team in Spain that have qualified for the Champions League will be a hard test.
"We will go there and hopefully try to get a result that can continue our good form in the group."
United may be without Jonny Evans, Rafael and Tom Cleverley in San Sebastian after the trio were forced off injured at half-time against Fulham.
"It was three injuries," Moyes said. "Actually, we had four with Patrice Evra taking a knock just before half-time.
"Jonny Evans' back seized up, Rafael has gone over on his ankle and Tom Cleverley had double vision.
"It's the first time I've ever had to make three [substitutions] at half-time.
"Sometimes, maybe the team in the past has not played well and I might have had to do it but it certainly wasn't because of that [against Fulham] - it was down to injuries. I just have to hope they are okay."