The London outfit's opening seven Barclays Premier League fixtures this term have yielded just two wins and a total of seven points, and talk has been rife of Jol's job being under threat.
Regarding the Dutchman, Pakistan-born American billionaire Khan - who purchased Fulham over the summer - told the Daily Mail: "Martin is a very experienced coach.
"He's a good guy. We've gotten off to a start nobody's happy with, whether you're a fan or you're Martin.
"We want to do better but I'm not the kind of person who's going to act on impulse.
"You go through life and learn valuable lessons. I want Fulham to be very successful. You can't go out of the frying pan and into the fire. That's the most important thing.
"Relegation is a horrible thought but you've got to keep in mind it's only seven games. You can't jump to conclusions."
Fulham took three points from their last outing, beating Stoke 1-0 at home, and Khan added: "It turned out great but you have to keep in perspective.
"There are 31 games to play. You can't feel too good and you can't feel too bad."
The next game for Fulham, currently 17th in the table, sees them face second-bottom Crystal Palace at Selhurst Park on October 21.