Jol said after the 2-2 draw that his team must improve defensively if they want to win matches away from home.
He told reporters: "It is always harsh to concede an equaliser so late on but we take into consideration our first-half performance, where we didn't play well. We were better in the second but it is always disappointing when you concede from set plays.
"It is always difficult if you go to places like Southampton and concede a goal after four minutes, that is very disappointing."
A point for the Cottagers maintains their solid start to the season and keeps Jol's side in the top half of the Premier League table.