Reds boss Brendan Rodgers has made his interest in the USA international known but the Cottagers insist they have received no bids for the 29-year-old.
Dempsey, who netted 23 goals for Fulham last season, is entering the final year of his deal in West London having joined the club from New England Revolution in 2007.
Jol is reluctant to discuss the transfer talk surrounding the American but says he wants to keep him at the club.
"I don't want to talk about that (speculation)," the manager told the Fulham Chronicle.
"I love Clint, he scored a lot of goals and I want to keep him."