The 25-year-old passed a late fitness test to feature against the Reds after returning from a knee problem.
Though Roy Hodgson’s men started the game on an impressive note after Luka Milivojevic scored the opener from the penalty spot, goals from Sadio Mane and Mohamed Salah propelled the Kops to a victory.
And the former Manchester City player has taken to the social media to share his disappointment.
“Frustrating to come away from the game empty-handed,” Zaha posted on Instagram
“Will keep working hard and come back stronger next week.”
The defeat has seen Palace drop to 17th spot in the log, with only two points above the relegation zone.
Zaha has scored four goals this season despite a persistent knee injury and will be hoping for a better outing when the Eagles face Bournemouth in their next league game on April 7.