The Cottagers were facing an upset until Kieran Richardson’s injury-time equaliser sent the game to extra-time, before Brede Hangeland eventually found a winner.
Jol admitted that the Norwegian centre-back’s header may have actually been an own goal, but praised the performance of Richardson and is optimistic about his side’s chances of winning the competition.
"It was an own goal," the Dutch manager told reporters. "It was a relief. We should have won at home and this was a difficult place to come.
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"Richardson's goal won't come off nine times out of 10 but it was a quality strike. I'm very pleased with him, he's done well since coming in at left-back.
"We showed a lot of character today, but we need a bit more urgency up front. Over the past seven weeks we've had a problem scoring goals. We've got a good chance in the Cup this year."
The Tangerines’ caretaker boss Steve Thompson was left to rue his side’s costly defensive lapses, but openly staked his claim for the vacant managerial post at Bloomfield Road.
"We played some fantastic football on a tricky surface but that's what you get if you don't defend properly against a Premier League side," Thompson told reporters. "On a different day it could've been a different result.
"I'm ready to be the No.1 but it's Karl Oyston's decision.
"I'm ready and if it's not me I'll support whoever comes in but I don't want to just be known as a good number two for the rest of my career."