The 26-year-old opened the scoring at Craven Cottage with a neat finish but two goals from Fulham new boy Moussa Dembele secured the points for the hosts.
Van Damme told Wolves' official website: "I was very happy to get the goal but at the end of it we didn't get any points, which was disappointing. It would have been a very good point from Fulham but we conceded a silly goal."
The Belgium international, who joined Wolves from Anderlecht in June, was substituted at half-time as he continues to settle into life in the Premier League.
"I'm still adapting to the game over here and the pace of it - the gaffer knows that and I know it," said Van Damme, who had a brief spell with Southampton earlier in his career.
"I'm the type of guy who is always looking for better from myself and I'm never satisfied. Spurs is another difficult away game and I'll be working all week to try and be involved in that one."