The Cote d'Ivoire international has scored in two of their previous three meetings with the Blues, helping the Eagles to win on both occasions last year.
This season, the former Manchester United player has registered three goals in nine league games and contributed an assist.
"It’s a great feeling [scoring against Chelsea], because obviously everywhere you go you’re an underdog or whatever so it’s a nice feeling: showing people that we are a lot better than they think we are,” Zaha told club website.
“But scoring against an average team or a top team is the same thing for me, scoring a goal is an amazing feeling so it doesn’t matter who I score against.
“But, yeah, scoring against top teams and getting goals for Palace is a great feeling so hopefully I can get that feeling again on Sunday."
After their tie with Chelsea, Palace
"It’s a difficult couple of games over the next couple of weeks but I’m confident every week, I feel like we’re good enough if we stick to our game plan.”