The 18 year old has been linked with a host of top-flight clubs.
Victor Moses, the last Eagles Academy product to move to the Premier League, was on the Wigan bench but Ambrose wants to see Zaha in Palace colours for a bit longer.
"It's no surprise to see him linked with other clubs," said Ambrose.
"But Victor didn't get much playing time at Wigan last year, although he's come in now. It would be nice to keep Wilfried here because he is a great player for us."