Dann left Blackburn Rovers for Palace in January.
"I wanted to get back into the Premier League and, once I had a chat with the gaffer, it was a no-brainer," he told the Daily Express.
"He tried to sign me before when he was at Stoke, so for him to come back in for me gave me a lot of confidence and knowing the manager really wants you that's why I signed.
"Everyone had written Palace off and written him off. He relished the chance to prove them wrong. He has made sure all the squad know that everyone thinks we're doomed. He keeps us grounded.
"He's probably the best manager I've ever worked under. He knows how to win games in this league - it's not easy to do as a lot of people have found out."