Palace suffered a 1-0 defeat to relegation-threatened Sunderland at Selhurst Park in the Premier League.
Jermain Defoe’s goal in the 80th minute proved to be the difference between the two sides.
Wednesday midfielder Bannan, who joined the Owls in the summer transfer window after leaving Palace, was disappointed with the final result.
That was disappointing to be fair didn't expect that result— barry bannan (@bazzabannan25) November 23, 2015
Over the course of the 90 minutes at Selhurst Park, Palace had 67% of the possession, took 19 shots of which seven were on target, and earned 11 corners.
Visitors Sunderland had 33% of the possession, took 12 shots of which just four were on target, and earned two corners.
The Black Cats are third from bottom in the Premier League table at the moment with nine points from 13 matches, just a point behind 17th-place Newcastle United.
Meanwhile, Palace are currently 10th in the standings with 19 points from 13 matches.