Having overcome Arsenal in the north London derby and trounced Inter Milan in the Europa League, Andre Villas-Boas' side were riding the crest of a wave little over a week ago.
However, a 3-2 defeat at Liverpool was followed by a 4-1 second leg defeat at Inter, where only away goals saved Tottenham's blushes after extra-time.
The lackadaisical performance at the San Siro was the most concerning aspect and leaves Spurs in need of a morale-boosting victory against Fulham at White Hart Lane.
"It was a bit embarrassing," Dembele told Press Association Sport. "We thought it was going to be easier than this.
"We knew they were going to fight but it's a shame that we let them into the game. We had to work much harder but we are through and we have to take lessons from the game into the Fulham game.
"The thing is that if you go to a place with a 3-0 lead you take a different mentality. That was wrong. It didn't work, what we wanted to do. But we are through and that is okay."
Dembele added: "We lost against Liverpool, but I thought we played well," the Belgian said. "Against Inter it was a different game to the one against Liverpool.
"This one against Inter we were not confident, but against Liverpool we were. At the weekend we have to be fully concentrated and go for the win.
"They have good players and against big teams they always play well. They are a good teams. They have some good players."