Palace suffered Carling Cup heartache in the west country, as they crashed out in the first round at the hands of Bristol Rovers following a penalty shoot out at the Memorial Ground.
The Eagles had undoubtedly enjoyed the better of the game in normal time and then created the better chances in extra time, but when it came to spot kicks, Rovers netted all four of their shots whilst both Dougie Freedman and Shefki Kuqi were the unfortunate players to miss for Palace.
Peter Taylor chose to make six changes to the team which won the opening day game at Southampton on Saturday with Scott Flinders, Danny Butterfield, José Fonte, Dave Martin, Freedman and Kuqi all handed starting berths, as they looked to stake their claim for a place in the team to face Leicester City at the weekend.
Palace started brightly too and tried to take the game to their hosts in the early stages, but despite enjoying the best of the possession the only goal threat came from a Kuqi header from 12 yards out which drifted wide of the target.
Rovers were kept at more than arm's length though and with the first 15 minutes played out rather mundanely, the initially enthusiastic home supporters were soon silenced as Palace continued to enjoy the lion's share of the ball.
After 30 minutes though, Palace edged ahead through a well worked set-piece when Tony Craig was felled in an advanced area. With Martin, Ben Watson and Freedman all positioned to take a shot, it was the latter who stepped up to curl the ball home into the top left corner of the goal with Steve Phillips having no chance.
Palace were denied a second in the 41st minute when Craig's run forward down the left saw him deliver a perfect cross to Kuqi, whose powerful and well placed header was saved superbly by Phillips.
At the other end, Butterfield came perilously close to scoring an unfortunate own goal when Andy Williams' cross hit him and diverted goalwards. Flinders was left to scramble across his goal-line in an attempt to save it, but fortunately it drifted just wide of the target.
There were no changes at the break for either team, but Palace continued to play their patient football and looking for a second goal whilst keeping Rovers at bay when they had to.
Rovers made two switches within 10 minutes of the restart in a bid to up their game, with striker Ricky Lambert and winger Joe Jacobson introduced and it almost had an instant effect, as it took a fine clearance from Stuart Green to cut out David Pipe's cross into the area with bodies lurking in the box.
The turning point seemingly arrived on the hour mark when Palace were hit by an injury to Watson, who had been in impressive form in midfield, after he landed awkwardly following a midfield challenge and limped off to be replaced by Matt Lawrence in midfield.
Just a few minutes later, Rovers were level when Craig Disley broke through from midfield and into the area before rolling a low finish past Flinders. That goal saw Rovers embark on their strongest period of the game, with Jacobson seeing a lot of the ball on the left flank and the Eagles having to clear their lines on a number of occasions.
Palace rode the pressure though and with just over 10 minutes remaining, introduced Lewis Grabban to the attack as he replaced Green to partner Kuqi whilst Freedman dropped into a deeper midfield role.
With extra time looming, Palace came agonisingly close to nicking a stoppage time winner when Tom Soares' shot flew narrowly over the bar following a short spell of pressure from the Eagles.
With extra time only four minutes old, Palace had a great chance to take the lead when Freedman's cross coupled with Grabban's dummy run gave Kuqi a fine opportunity at the far post but the Finnish international headed the ball wide with the goal gaping.
Kuqi then turned provider by nodding down a high ball in the box for Freedman, but after neatly controlling the ball, the Scot's shot was straight at Phillips as the Eagles continued to push for a winner.
As the game dragged on into the final five minutes of extra time, the prospect of a penalty shoot out became more and more imminent but it was Palace who were pushing the harder for a late winner with Grabban coming closest after beating Phillips only to see Elliott clear the ball off the line in the 114th minute.
Late substitute Clinton Morrison then provided a good chance for Grabban with a cross from the flank, but the young striker didn't manage to get a clean strike on it and the opportunity went begging.
That proved to be the final chance of the game and the outcome was to be decided with a penalty shoot out.
Penalty Shoot Out
One: Richard Walker, scores. Dougie Freedman, saved by Phillips. 1 - 0
Two: Joe Jacobson, scores. Clinton Morrison, scores. 2 - 1
Three: Craig Disley, scores. Shefki Kuqi, misses. 3 - 1
Four: Byron Anthony scores. 4 - 1
Five: N/A
Bristol Rovers: Phillips, Lescott, Anthony, Elliott, Carruthers, Pipe (Rigg, 105) Campbell, Disley, Haldane (Jacobson, 54) Walker, Williams (Lambert, 54) Subs not used: Igoe, Green.
Palace: Flinders, Butterfield, Craig, Fonte, Hudson, Watson (Lawrence, 61) Soares, Green (Grabban, 79) Freedman, Kuqi, Martin (Morrison, 120) Subs not used: Speroni, Cort.
Bookings: José Fonte (34 minutes), Tom Soares (90 minutes)
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