The 26-year-old joined Wolves from Anderlecht in a £2.5million deal this summer, but he has so far failed to adapt to life away from Belgium.
The left-back has seen his time at Molineux plagued by injuries and he has yet to play a full game for Wolves since his arrival.
The former Southampton man has now conceded he is struggling to settle at Wolves and admits that he is missing Belgium.
"My adjustment is difficult, not sporting but socially," Van Damme told Het Laatste Nieuws.
"My wife is still in Belgium and is expecting our second child in November. Even if they would be here, I miss the life I had in Belgium.
"Anderlecht in Belgium will always be my club, I'm still in touch with the coach and some players."
Reports in Belgium claim Anderlecht are exploring the possibility of taking Van Damme back on loan when the transfer window reopens in January.
However, Anderlecht general manager Herman van Holsbeeck has played down talk linking them with a move to bring Van Damme back to the club.
Van Holsbeeck said: "I hear Jelle is unhappy in England, but Wolverhampton has paid €3million for him.
"It is a difficult case, even if we would like to hire him in January. Wolverhampton does not give him to us for 2.5million francs."
Source: Team Talk
Source: Team Talk