The midfielder also believes his side can finish in the top four and win the FA Cup.
The Hammers host Alan Pardew’s side at Upton Park this weekend looking to return to winning ways following the international break.
They will be confident of getting a result against the Eagles given their poor run of form so far this year.
They are currently without a win in 13 league games and now dangerously close to the relegation zone.
Lanzini though, has warned that they must be aware to deal with Palace’s qualities.
“This Saturday we face Crystal Palace, it’s another game, a London derby, at the Boleyn Ground so naturally I can’t wait!” he told whufc.com.
“Obviously, Palace haven’t been having the greatest run of results recently, but that can happen to any team and we know Palace are a very dangerous side.”
“They are very quick, and like to attack so we have to be aware of that. They switch the ball very quickly so we will have to be alert to deal with their qualities.”
A win could see Slaven Bilic’s side move into the top four, with a Champions League place very much up for grabs.
There is debate about where they should put their focus, with a place in the FA Cup semi finals also up for grabs this season should they beat Manchester United.
So far the consensus seems to be focus on the cup with many eyeing it as the perfect send off for the Boleyn Ground this summer.
Lanzini though, has questioned why they can’t secure a top four place and win the FA Cup.
“I’ve heard a lot of people talk about whether they’d prefer to win the FA Cup or qualify for the Champions League? I say both, why not?!” he added.
“We have to believe we can do it; we have been optimistic all season and look where we are.”