Ambrose savoured a "great occasion".
"It's fantastic," Ambrose told Sky Sports 1. "It was a great occasion coming here against the champions.
"It was a massive occasion for the fans."
Wednesday night's win was made all the more remarkable by a poor run of Championship form, which has seen Palace go five games without a win or a goal.
"We've had a quiet period in the season but we came here in confident mood and the spirit is fantastic," Ambrose continued.
"We've got a great team spirit, it's a lot different from last year - we can beat anyone, and we showed that tonight.
"We weren't worried about the lack of goals, we've got goalscorers and that showed tonight, it was a great finish from Glenn on the second."