Zaha's message is published in full below:
A message to Palace fans:
As I start a new chapter I want to speak to you Palace fans who mean so much to me.
We have been through so much together, including 10 years in the Prem. There are loads of amazing memories that will stay in my head forever and also some really tough times along the way, but I'm so proud to have played my part in getting us to the Prem and helping to keep us there.
I've been wearing the Palace shirt since I was eight-years-old, it's literally been my second skin and I always gave EVERYTHING when I wore it.
You have all seen me angry and frustrated, but you've also seen my hunger and passion and the joy that I take from winning, and I hope that is the memory that lives on in the minds of Palace fans.
I grew up two roads away from the bright lights and loud crowds of Selhurst Park, having no idea that I would be at the centre of it all one day, and have the amazing journey I have had with this amazing club.
So I would say to my eight-year-old self, dream BIG and only you can kill your dream.
I want to thank Steve Parish, all of my teammates, coaches and the entire Palace fanbase for always believing in me and encouraging me to get where I am today. I have been blessed to play in front of you and call you family from the day you accepted me.
From the bottom of my heart, I'm forever grateful.
Wilf.