He marked his league debut for the club with a clean sheet against Manchester United on Saturday as Saints came away from Old Trafford with a goalless draw.
Now McCarthy has his sights set on ending Saints' eight-match winless run at the expense of some familiar faces.
"It's massive," he said of the Palace game. “With the performance we showed, we can build on that, take it into Tuesday's game and hopefully get the three points.
“I played against them (Palace) in the cup a couple of seasons ago, but to beat them in the Premier League would be nice and obviously we need the three points."
Meanwhile, Saints could be boosted by the return of Ryan Bertrand, who has been out with a hamstring injury since mid-December.