The Blues hit back with Pierre-Emerick Aubameyang, who got his first goal for the club, before late on substitute Conor Gallagher came on and hit a rocket into the top corner to win his current team the game.
The 22-year-old spent last term out at Selhurst Park, where he scored eight goals in thirty-nine appearances.
Out of respect for the Eagles, Gallagher did not celebrate the strike but it did not affect the emotions of his teammates who were delighted to get the late winner.
It was a lovely nutmeg from the Englishman before he laid the ball out and hit it right into the far top corner, leaving Vicente Guaita not a chance in getting to it.
Watch the goal, posted on Twitter by @goalsreplayg, here:
Crystal Palace Starting XI
Nathenial Clyne , Marc Guehi, Tyrick Mitchell, Joel Ward
Michael Olise, Eberechi Eze, Cheick Oumar Doucoure,
Jordan Ayew, Odsonne Edouard, Wilfried Zaha.
Substitutes: Sam Johnstone, James Tompkins, Luka Milivojevic, Jeffrey Schlupp, Will Hughes, Malcolm Ebiowei, Jairo Riedowald, Jean-Philippe Mateta, John-Kymani Gordon.
Chelsea Starting XI
Reece James, Wesley Fofana, Thiago Silva, Ben Chilwell,
Mateo Kovacic, Jorginho, Mason Mount,
Kai Havertz, Pierre-Emerick Aubameyang, Raheem Sterling.
Substitutes: Marcus Bettinelli, Trevah Chalobah, Kalidou Koulibaly, Cesar Azpilicueta, Christian Pulisic, Ruben Loftus-Cheek, Hakim Ziyech, Conor Gallagher, Armando Broja.
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