The United States were denied a game-winning goal against Slovenia on Friday after referee Koman Coulibaly of Mali disallowed Maurice Edu's 85th minute effort.
The incident left the U.S. camp fuming and they are still in the dark about Coulibaly's decision.
Reports have suggested the referee penalised Dempsey for an infringement in the box as Landon Donovan whipped in a free-kick.
"If you freeze frame that play, three of our guys are in a headlock," Dempsey told a news conference on Sunday.
"Before the tournament they told us any kind of holding on corners is a penalty. Any type of grabbing around the player is a penalty. And then you get to the game and that's not what's going on."
Dempsey said the grabbing and holding at corners and free-kicks was something he experienced often in the English Premier League but that if referees at the World Cup were prepared to let it go he should not be penalised for trying to break free.
"That's something you get used to playing in the Premiership," he added. "Playing against teams like Stoke, Blackburn, Bolton, teams with strong players at the back, you just have to find a way to get free."
The United States play Algeria in the final Group C game and Dempsey said it was important to keep their emotions in check.
U.S. coach Bob Bradley had been driving home that message throughout the World Cup, he added.
"This game is no different, we need to make sure that we're smart and that we don't let emotions get the best of us," said Dempsey, whose goal in their Group C opener gave the United States a 1-1 draw with England.
"We lost a little bit of that in the last game, but the only person we're going to be missing in the next game is (striker Robbie) Findley, who got a yellow card for the ball hitting him in the face."
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