The 20-year-old has made just one senior appearance for United this season, against Wigan Athletic in the Community Shield.
Zaha has been linked with a loan switch to Craven Cottage, but Jol has stated that he is not looking to sign the player.
"He did very well actually in pre-season, so there was no reason to make an enquiry about him," FourFourTwo quotes Jol as saying.
"I feel that, on the flank, we are OK. We've got five or six, a few options."
Zaha moved to Old Trafford from Crystal Palace after helping the club to win promotion to the Premier League in May.