Roy Hodgson’s men suffered a 3-1 defeat to the Seagulls, despite playing most of the encounter with a man advantage, after Shane Duffy's expulsion.
Goals from Glenn Murray, Leon Balogun and Florin Andone handed Chris Hughton’s men victory, with Luka Milivojevic scoring a late consolation for Palace.
However, the M23 derby was overshadowed by the arrest of 10 people including a 21-year-old man that was caught throwing an object suspected to be a pie at Zaha.
Reacting to the incident, according to the Mirror, Zaha's teammate James McArthur said: “I do not think it is really an issue. He got on with his game, got us a penalty. There is nothing much in it.
“He is going to get that. He is a top player and teams try and put him off. That is part and parcel of the game.”
On Sunday, a Tottenham Hotspur fan was apprehended for throwing a banana skin towards Arsenal striker Pierre-Emerick Aubameyang during Sunday's north London derby.
Zaha who has three goals this season will hope to put the unpleasant incident behind him when Palace take on West Ham United on Saturday as he hopes to help his side return to winning ways.