The Eagles beat Rayo Vallecano in last season's Conference League final to book their spot in Europe's second tier competition for 2026/27.
They made light work of a historic night at Selhurst Park, with a 3-0 lead at half-time, including a fourth goal of the campaign for Jorgen Strand Larsen.
The Norwegian had missed his last two penalties for club and country and the 26-year-old admitted he snatched the chance to change the record in South London.
"When you miss two penalties in a row you have to just smack it in. It was a risky one, it was going a bit higher than I expected. But, I enjoyed it.
"Yeremy Pino is my brother, maybe he deserved to take it, but I needed one after missing two. We all just want to show ourselves to the fans.
"When it works it works really well. We could have won this game by more. But, we probably had Sunday's game in the back of our minds."
Palace head to Leeds United in Premier League action on September 20th and their next European assignment is away at Lyon on October 15th.