Roy Hodgson's men gave the Reds a difficult time in Saturday's league meeting but succumbed to a narrow loss in the seven-goal thriller.
The Ivorian star played a key role in the match, combining with Andros Townsend to open the scoring in the 34th minute.
But Mohamed Salah's brace and goals from Roberto Firmino and Sadio Mane in the second-half downed the Selhurst Park outfit despite James Tomkins and Max Meyer's efforts.
The result was Crystal Palace's second Premier League loss on the bounce and leaves them just three points above the relegation zone.
Apparently disappointed by the outcome of Saturday's game, Zaha who was on parade for the entire action encouraged his teammates to build on their performance.