Palace defender Aaron Wan-Bissaka put in another resolute performance but, speaking after the game, expressed his frustration with the loss.
He said, "We're disappointed with the result. To have been 1-0 up in the first half, we played well and lost it at the end with two goals. I don't think anything changed. I think we just kept at it, playing like we did in the first half, but I think we lost concentration at a set-piece at the end."
The two teams were evenly poised throughout the match's 90 minutes, with Watford taking 15 shots compared to the Eagles' 16, but it was an eye-catching effort which separated the two sides at full-time.
Looking back, Wan-Bissaka expressed his view of Tom Cleverley's winning goal from his perspective on the pitch. "There's not really much we could do [about Cleverley's strike]," he conceded, "but as a team we should try to make a difference to it."
Though at the other end of things, the brief participation of Christian Benteke will have pleased Palace fans and given attacking wide men such as Wan-Bissaka a focal point for their roles going forward.
Considering Benteke's appearance, Wan-Bissaka remarked, "I can do both [types of ball into the box], the low cross or with some height for Christian. He can get onto those well, it's one of his strengths. We have to keep trying and we'll get there in the end."
To watch the full interview with Wan-Bissaka, head over to Palace TV now, where you'll find all the post-match reaction.