Zaha popped up with an assist for Christian Benteke and score the winner in the north east, and Dann was complimentary of the 23-year-old.
"Everyone knows how good a player he is," the centre-back told the Croydon Advertiser.
"There was a little bit of interest in him and that happens in the transfer window. It's never ideal when it's open and the season had started, but he never did anything different.
"Wilf has carried on working hard, he came on in the last game against Bournemouth and changed the game, then at Middlesbrough he popped up with an important assist and a goal.
"We know what he's capable of and he's still got a lot to improve on. He can still be better but hopefully now everything has settled he can go on and show what he can do."