Fans group We Are The Shed created a banner reading "In Frank we trust. Then. Now. Forever" that was displayed for the first time in Sunday's FA Cup clash with Luton.
"It was a great test for us and I'm very proud of the game we gave Chelsea," said Jones.
"We gave ourselves a mountain to climb in the first 20 minutes, but I will accept responsibility for that because I wanted us to be attacking in our shape and do more than just defend.
"Once we changed that shape I thought we were excellent."