The 20-year old winger is set to join Manchester United this summer but did will not depart the South London club with bad memories after a Man of the Match performance in the 1-0 extra-time win over Watford at Wembley.
"I'm speechless, it's a dream come true," Zaha told Sky Sports. "All I ever wanted was to leave Crystal Palace knowing they were in the Premier League.
"For this game I told myself I'm giving everything I can. I've given it 200 per cent and I've wanted it for so long. I've been here so long and I just wanted to help the team out and I'm just glad we've actually made it.
"Walking into the stadium with so many people was amazing and being able to play at such a great ground left me speechless. That's all I wanted."