Mikel Arteta will be frustrated at his sides performance at Emirates Stadium after failing to create much against Roy Hodgson's side.
The visitors deserved to take all three points after hitting the woodwork in the first half.
Furthermore, Christian Benteke had a superb header saved by Bernd Leno.
Emile Smith Rowe failed to provide much creativity in the game. He has been one of the star performers in recent games but he failed to provide against Palace.
Story of the match
Arsenal started brightly in the game but failed to make anything count in the final third.
Dani Ceballos was seeing a lot of the ball in the middle of the park. In addition to this, Hector Bellerin was getting forward on the right hand side.
On the other wing, Pierre-Emerick Aubameyang was staying wide left. He was a threat to Joel Ward but his crosses into the area wasn't met by anyone on several occasions.
The side from South London grew into the game as the first half went by and they were becoming comfortable.
'Tonks' hit the woodwork for Palace after a cross from Eberechi Eze. The winger has been superb since his summer move from Queens Park Rangers. This remained the best chance of the game.
Palace were in the mood and this shown when Benteke thought he found the back of the net. Meeting the cross to perfection, the Belgian striker forced Leno into a magnificent save.
Wilfried Zaha provided an excellent ball in the latter half into the box, aimed for Benteke. The ball was destined for the back of the net but Granit Xhaka came back to prevent his side conceding a goal.
Arsenal tried to find a late winner but failed to muster any serious threat on goal.
The Swiss international was a huge positive in the 0-0 draw. He has his critics, but the number 34 has been absolutely superb recently. His performance against Palace shown his current form.
Usually he hits a rocket into the top corner when you speak about Xhaka being on good form. This time, it was his defensive capabilities. He failed to put a foot wrong when his side were under pressure.
Time to find consistency
Arsenal found a purple patch after winning four games on the bounce. Now that record is done, Arteta needs to find some consistency in winning games.
The draw against Palace isn't the worst result in the world but it wasn't an applaudable showing.
A lack of creativity was an issue. Alexandre Lacazette is the club's top scorer this season but he was poor against Palace.
Despite the draw, things are looking better for Arsenal and it looks like that dreadful run is well and truly over.