Palace did respond with some positive play – Eze again going close in the 70th minute, firing just wide after driving at the visiting defence.
Eddie Nketiah was then introduced from the bench, but just as Palace were starting to really push, Brentford got the sucker-punch second.
Mikkel Damsgaard found space down the left and crossed for Kevin Schade to flick his header beyond Henderson and into the Palace net.
That looked to be that – only for Romain Esse to make a dramatic introduction to his Palace career and keep the game alive.
Introduced from the bench after Brentford scored their second, Esse had the Eagles back in the game only minutes later. The winger converted from close-rnage after Daniel Muñoz’s played the ball across the face of the Brentford goal, found by Eze's pinpoint pass.
That set-up a dramatic conclusion. But the Eagles were unable to salvage a point, Eze coming close with a free-kick in the dying minutes, but unable to force a save from Flekken.
The result ends Palace’s unbeaten start to the New Year. Next up is a trip to Old Trafford to face another side near the Eagles in the table, Manchester United.
Teams
Palace: Henderson (GK), Richards (Kamada, 84), Guéhi, Lacroix, Muñoz, Mitchell, Lerma, Hughes (Esse, 83), Eze, Sarr (Nketiah, 72), Mateta.
Subs: Turner (GK), Clyne, Schlupp, Kporha, Devenny, Umeh.
Brentford: Flekken (GK); Roerslev, Collins, van den Berg, Lewis-Potter; Nørgaard (Jenson, 54), Janelt, Damsgaard (Mee, 93); Schade (Yarmoliuk, 84), Mbeumo, Wissa.
Subs: Valdimarsson (GK), Carvalho, Ajer, Konak, Maghoma, Ji-Soo