Koeman’s side were knocked out of the fourth round of the oldest cup competition in world football thanks to goals from Marouane Chamakh (two) and Yaya Sanogo - and the Dutch manager has blamed the loss on poor first-half defending from his team.
All of the game's goals came during the first half of the cup tie, with former Southampton boss Alan Pardew enjoying his return to his former club and extending his current winning streak with his new side.
"I think the defeat came out of our poor first half defensively. Normally that's one of the strengths of the team," said Koeman.
"We made a lot of mistakes so they got a lot of opportunities and they scored three times, and that's not usual. Defensively we didn't work together and we didn't have the concentration we usually have.”
The south-coast club had led twice through goals from Graziano Pelle and Scott Dann’s own goal - but their defensive frailties came back to haunt them. Koeman, however, has praised Crystal Palace’s ability to create chances - and was enthused by his team’s second-half display.
Despite that small positive, he was left ruing the loss of Shane Long as the striker was introduced before the hour mark and left after 13 minutes following a collision with Crystal Palace defender Joel Ward. Koeman has now revealed the forward has a suspected fractured rib.
"It's not normal that a team like Crystal Palace - with all due respect, because they played very well - creates so many possibilities,” added the Dutchman.
"At least we had a good reaction in the second half but it wasn't enough. [The Long injury is] a pity because he's doing well."