Zaha and his Palace teammates were denied a shot at retribution for the club’s cup final defeat back in 1990, when current manager Alan Pardew was at the heart of the Eagles' midfield.
That day Palace drew 3-3 in a thriller and then lost 1-0 in a replay. But Palace thought they had achieved the fairy tale finish yesterday when lifelong supporter Jason Puncheon, who started on the bench for the game, opened the scoring on 79 minutes.
But their dream was shattered when United levelled shortly after through Juan Mata, and then a pile-driver from winger Jesse Lingard in extra-time ensured Palace would continue their search for a first ever major trophy.
And Zaha was left to lament the chances that came and went at Wembley.
Asked about his emotions after the game by Crystal Palace’s club website, he said “I don’t really have any words for it really.
“I’m just frustrated, that’s the only word I can think of.
“Literally, it’s too raw at the moment, we had chances to win it but we just never took them; they took their chances and that’s it really, there’s nothing more to say.”
“It would have been nice to have won it for the fans today but we were unlucky,” he said. “The fans are amazing; they’ve been amazing the whole season through ups and downs so it doesn’t surprise me how they supported us the whole way today.
“We’re going to go away, come back and work harder and hopefully we can do way better than next season - what doesn’t kill us makes us stronger.”
United managed to take the game into extra time through Juan Mata, but towards the end of the first period the Red Devils were reduced to 10 men when Chris Smalling was shown a second yellow card for a rugby-esque ‘tap-tackle’ on Yannick Bolasie.
Yet despite having the man advantage Palace found themselves unable to break United down, and it would be Louis van Gaal’s men who would grab a vital goal to win the trophy.
Zaha was Sir Alex Ferguson's last signing for Manchester United back in 2013, but he had a frustrating time at Old Trafford, making just two Premier League appearances following his £15 million move.
He returned to Palace on loan last season and joined the club permanently again in February 2015, and he has since begun to show glimpses of the form that had earned him a big money move to the now 12-time FA Cup winners.