The 30-year-old left the club last year for Premier League rivals Tottenham Hotspur, before departing English shores for the MLS at Seattle Sounders.
Reports have emerged claiming that Dempsey could come back to England in the January transfer window during the MLS off-season.
"It's unbelievable speculation, which is nice," talkSPORT quotes Jol as saying. "I never talk about players, especially when they are not here."
The Cottagers are currently 14th in the league table after taking 10 points from nine games.