The Eagles failed to find a way past the visitors and were forced to settle for a 0-0 draw at Selhurst Park against the Championship minnows.
Despite failing to win, Holloway insists that he cannot fault the effort of his players.
"It was a bit surreal before the game but it's a mountain out of a molehill. But I'm just disappointed for the lads really," Holloway told the club's official Twitter page. "If we get a goal, it changes everything. With those stats and that display we deserved one but it wasn't to be.
"The disappointment is a horrible thing, it gets in your soul. We grew into the game and some of the play was good but [it] didn't drop. The game's are slipping away and we wanted something better than this. But I can't ask much more, other than sticking the ball in the net.
"The lads want it so bad. It's a wonderful club and a wonderful place but you also need a little bit of luck on your side. We've got to take it in small steps now. We need to get on a better run and the people timing those runs are normally successful."
Palace remain fourth in the Championship table but eight points off an automatic promotion spot.