The 25-year-old made the revelation on Saturday following Palace’s defeat to the Gunners at home in the Premier League.
Arsenal were favourites to win the game at Selhurst Park, and they did so 2-1 and maintained their chances of a top-four finish.
Santi Cazorla put the North London outfit ahead after just eight minutes when he converted a penalty after Pape Souare brought down Danny Welbeck.
England international striker Welbeck also proved to be crucial in the Gunners’ second goal, as his low effort was parried by Julian Speroni before Olivier Giroud netted the rebound.
However, Palace stepped up their game in the final minutes of the encounter and halved the deficit through Glenn Murray in injury time before hitting the post.
After the match, DR Congo international Bolasie explained on social media why the defeat to Arsenal was bittersweet for him.
Disappointing personal performance but team played really well against a good side and was unlucky not to pick up any points— dwight gayle (@dwightgayle) February 21, 2015
Palace are currently 13th in the Premier League table with 27 points from 26 matches, just five points above the relegation zone.