Antonio Conte brought in Batshuayi to replace the injured Alvaro Morata, who is expected to return to face Roma, but he failed to register a shot on goal against the bottom of the table side.
Batshuayi was hooked in the 56th minute for Pedro and visibly showed his frustration as he was brought off. Conte isn't concerned by the reaction of his frontman, however, and he insists that it is unfair to single out the 24-year-old when everyone played badly.
"Why do you have to speak about Batshuayi and for example not another player? I think that the performance of the whole team was bad," Conte said after being asked about the Belgian at Selhurst Park. "Not only one player or two players but all of the players.
"Today, our performance was bad. I trust in every one of my players. I try to give everyone the opportunity to take their chances but also because we have only [two strikers] Morata and then Batshuayi.
"I didn't see this [Batshuayi's reaction to being substituted] but it is normal to be angry after a bad performance. But today, every player had a bad performance.
"I know my players, I know my squad very well, between last season and this season. I think, above all, for the players that I am working with from last season, I know them very well, but I think that I have players with a great will to work.
"A great will to fight. For sure, we have to find the strength to overcome this moment because everyone can see our situation."
Batshuayi has predominantly been used as a back up striker since joining the club and Saturday was his first away start in the Premier League since joining the club for £33 million in July 2016.
Chelsea are already nine points behind Manchester City in the Premier League table as defeat sees them slip down into fifth place. Conte has warned that expectations shouldn't be too high and has called for "patience" among those watching the club from the outside.
"I think that we must be unhappy because after a defeat, our mood must be unhappy, for sure," Conte added. "Above all, if the defeat is not one but two in a row. For sure, this is not a positive moment for many reasons. We are playing without important players and every game we are having a new injury.
"Today, Moses's injury is another big loss for us. This season will be very difficult for us, for this reason, we have to put 150%, because 100% won't be enough. I think that every season is different. Last season was the past, now it is the present with this squad of different players.
"For this reason, I think if you compare last season without the Europa League or Champions League... this season you are facing four competitions. We are having a bit of a problem to do this. When you have three or four injuries then you are in trouble.
"I think it is very important to look at yourself but you know very well the propensity of the other teams [like Man City] but it is important for us to look at ourselves. This season will be difficult but we have to understand that this season we have to try to build something important for the future.
"To give the possibility for new young players to take more experience in this league and to give the opportunities to the young players to show that they deserve to play for Chelsea. We must have patience to understand that this season won't be easy."
Chelsea went straight back into training on the day after the Crystal Palace defeat and prepare to face Roma at Stamford Bridge in the Champions League on Wednesday.