Zaha made Huddersfield pay for some wasteful finishing with a moment of class shortly before half-time, getting the better of several Terriers defenders before tucking home past Jonas Lossl.
The Ivory Coast forward now has three league goals this term, with Jeffrey Schlupp the only other Palace player to have found the target, and Hodgson is concerned the Eagles have an over-reliance on their star man, who sat out the 2-0 defeat to Southampton before the international break with a groin injury.
"This year he has added goals to his game, but we need to start chipping in with others or we will rely on him too much," Hodgson told Sky Sports .
"But it's nice that he's the matchwinner and it's nice it was such a good goal, one of the better goals of the week.
"He was a constant threat and very close to scoring more than one goal, especially early in the second half when we broke."
Huddersfield have scored just two goals so far this campaign - both from set-pieces - but they showed more promise on Saturday.
Steve Mounie missed two glorious chances prior to Zaha's winner, while Aaron Mooy struck the woodwork in the second half, and David Wagner was left to rue fine margins not going Huddersfield's way.
"We hit the inside of the post, had deflections that didn't go in our favour. In the past we haven't created the offensive situations, but we added that today," Wagner told the club's official social media channels.
"We are frustrated, but we can look forward as well. Zaha showed his quality, but for sure we have to defend this situation much better. From our perspective, we could avoid it.
"Sometimes you don't get what you deserve and that was the case today. That was our best performance of the season so far. We created chances, but didn't take them."