He wrote "Looks like i'm on my way to the top of the premier league" on his account on Saturday night.
Yet the message quickly disappeared and Zaha, 20, then backtracked yesterday.
He posted: "I don't know remember tweeting no such thing so I don't know where the tweet came from #confused."
The message will be an embarrassment to Zaha and United boss Alex Ferguson - and will frustrate Palace fans.
But United now look to have beaten Arsenal and Spurs in the race to sign him.