Rovers had striker Yakubu sent off after just 23 minutes, but Jol's side couldn't take advantage of the extra man.
"I'm very unhappy because everything went for us, even the sending off went for us but we could not take advantage," The Dutch manager told Sky Sports News.
"They scored just before half-time and just after half-time, so you always make it difficult for yourself, if you concede two goals in that sort of situation.
"But I thought first half we were the better team. We could have played at a higher tempo but we did well."
The win sees Blackburn climb out of the relegation zone and into 17th place in the Premier League.