Jerome, who is on loan from Stoke, paid tribute to Pulis for his instructions, which the players then carried out brilliantly.
"The gaffer has set us up to play that way," Jerome told the Palace website.
"He likes hard workers and he lets you get on with it in the final third. The likes of Yannick Bolasie, who was tremendous again, Jason Puncheon as well - as long as you put the hard work in going back and defending then he doesn't mind what you do going forward.
"It requires a lot of hard work, a lot of team spirit and a lot of effort from the boys.
"You've got to work doubly hard to ensure that if someone gets beat, you're there to cover them.
"We worked just as hard as we have over the last couple of games but we just didn't have the luck. That luck was there (against Chelsea)."