Oliver Glasner's side scraped past rivals Millwall in the Carabao Cup on Tuesday evening on penalties after the match finished 1-1 in normal time.
Both sides made several changes to their starting elevens from the weekend, with 19-year-old Jaydee Canvot making his debut for the Eagles in place of Chris Richards.
Crystal Palace started the stronger of the two sides with a couple of efforts from Yeremy Pino before the best chance of the match fell to Camiel Neghli, whose effort went just wide of Walter Benitez's goal.
The second half was much like the first, with both teams lacking a final pass to create a chance on goal. Glasner cut a frustrated figure on the touchline throughout the match, with his team constantly giving the ball away cheaply and allowing the opposition a chance to run at them.
With just over a quarter of an hour left to play, substitute Richards prodded home a loose ball in the box to put Palace one up. There was room for one last twist in the game in the 91st minute when Ryan Leonard rose highest in the box to flick home an equaliser, which sent the game to penalties.
All four of Palace's spot kicks were converted, with Benitez making two saves to deny Millwall and see his new side through to the fourth round. Here is what we learned from Palace's victory.
Palace miss Sarr and Wharton
It is normal to miss two of your most influential players, but Palace's past two games could have been very different with Ismaila Sarr and Adam Wharton in the team.
Sarr's willingness to run in behind opposition defenders to stretch the back line goes unnoticed at times, as it allows more space for Jean-Philippe Mateta to work in as well as others. Under Glasner, Sarr has been in the best form of his career and is detrimental to how this side functions; getting him back fit will be a huge priority for Palace.
As well as Sarr being out, so too is Wharton. The England international picked up a groin problem in the game against Aston Villa at the end of August. His ability on the ball and awareness to find a forward pass instantly has been a big miss for Palace, which makes it all the better that he could be in line to return this weekend against West Ham United.
Jaydee Canvot is one for the future
Glasner said in his press conference before the game with Millwall that Canvot will be making his first start for Crystal Palace, which immediately got fans excited. What they might not have predicted is how well he took to life in England.
The France U21 international was a calming presence at the back for Palace on his first start for the club and was very assured in possession. At just 19, he looked like a player well beyond his years on the right of a back three next to Maxence Lacroix and Marc Guehi.
He was also willing to run with the ball and carry it into space to progress Palace forward which is similar to what Guehi does on the left. Everything about Canvot's preference was positive and on a night that very few in red and blue performed, he was a shining light.
Pino need time
It was a frustrating night going forward for Palace, with opportunities arising but poor execution of the final pass meaning little came from these chances.
Pino made his second start for Palace in successive games and was used predominantly on the left of Mateta against Millwall. The Spanish international had two of Palaces best chances but his finishing let him down on both occasions.
One thing you cannot argue against with Pino is his work rate, he will do his utmost to win the ball back after being dispossessed, but it is what he does before he loses the ball which is letting him down. English football is very different to what he is used to in Spain, so he will need to be afforded time to get used to the pace of the game.
There are however glimpses of promise so far in his early days at Palace that once he is adjusted to the league, he could be a real star for Glasner going forward.
Palace's keepers are penalty specialists
Following on from Dean Henderson's heroics in both the FA Cup final and Community Shield where he saved three spot kicks in total, Benitez put his own display on in the shootout against the Lions.
The Argentine had very little to do in the 90 minutes prior to the shootout making just two saves. There was little he could do for the equaliser but other than that there was little to report on from his competitive debut.
Everyone knows what Henderson can do when facing penalties but it was to everyone's delight seeing Benitez get low to two of Millwall's spot kicks and end up winning the tie for his new club.