Yee was the winner of the triathlon in Paris over summer, storming ahead in the final straight to claim the gold and write his name in the history books, later becoming the first British triathlete to be World and Olympic champion in the same year.
A lifelong Palace fan, Yee has been a regular attendee at Selhurst Park, and returned in September to show off his gold medals ahead of the game against Manchester United.
"The first ever race I did I was wearing a Crystal Palace strip, so to be back here is like coming full circle," he told Palace TV.
"Palace has always been very close to my heart. In 2004 being promoted was really special, and we've spent a lot of time here \[since\].
"A lot of tears, but a lot of joy at the same time, so it's a really special place."
Yee is just the second British triathlete to be nominated for the award, after Alistair Brownlee in 2012 - Brownlee narrowly lost out to Andy Murray.
He is up against teenage darting sensation Luke Littler, Real Madrid midfielder Jude Bellingham, cricketing legend Joe Root, Paralympian Sarah Storey and fellow Paris Olympic gold medal winner Keely Hodgkinson.
You can get behind Alex by voting for him on the night, with the awards presented in a special 70th anniversary show on Tuesday, 17th December.