Fulham fined Dempsey after he refused to play for the club in Saturday's game at Norwich, which the Cottagers won 5-0.
"We should stop the window when the first game is played then all this nonsense would stop," the Fulham manager said.
"If you look at the window now with two weeks to go, it's awful because there are a lot of clubs waiting around until they get the money in (from sales) and if they have got the money then they will come in and of course then you have players with clauses as well, so I think we should do something about it."
Dempsey, who scored 23 goals last season, has his heart set on a move to Liverpool, but the Anfield club have yet to bid for the player despite making an enquiry about him last month.
But, if anything, Saturday's result proved that Fulham can cope easily without Dempsey.
Mladen Petric scored two goals on debut and Damien Duff, Steve Sidwell and Alex Kacaniklic also found the net as Fulham ruined Chris Hughton's bow as Norwich boss.
Kacaniklic, who was making just his third Barclays Premier League start, thinks the emphatic nature of the victory proves the London club will not struggle for goals.
"We're not going to struggle for goals this season because we've got good attacking players," the 21-year-old said.
"We are a good team and we've brought some good players in this summer like Hugo Rodallega, Petric so we have plenty of options."
Source: PA
Source: PA