The Eagles were worth their weight in gold, with both the fanbase and players on the pitch giving their all for the club they love, but it wasn't meant to be on a day that became Chelsea's.
Nothing was left to be desired from the sweet start to the bitter end for the south Londoners, and the first half emulated an energetic performance Palace fans had been accustomed to, with a brilliant defensive display paving the way for fast transitions.
Soaking up the pressure and finding space on the break was a game plan that worked in the first half, but Thomas Tuchel and his Chelsea squad found the key to success in the second segment.
A goal from former Palace loanee Reuben Loftus-Cheek with 64 minutes on the clock indicated the beginning of the end for the red and blue half of Wembley Stadium, with a later goal from Mason Mount giving The Blues a two-goal cushion they would hold on to.
Story of the match
When Crystal Palace arrived in North London for their FA Cup semi-final on Sunday afternoon, they always knew they'd enter a baptism of fire, with their cult-like fanbase raising £10,000 ahead of the display.
The Chelsea fans, press box, and the entire national stadium became fixated when The Eagles were met by a thunderous roar as the South London takeover rumbled the seams of the stadium.
While emotions ran high, though, Palace kept an equal-tempered nonchalance to their game in the first half. Chelsea were playing for their fifth FA Cup final in six years, and despite The Eagles only reaching one in that time, they showcased confidence in their ability.
But it was the opposite side that showed early signs of pushing the defence backwards.
Chelsea had the initial chances in the game, with Mason Mount firing a bobbled shot into the ground and out of harm's way in the first ten minutes.
This was followed by sustained possession from the Blues in the first half, but they failed to discover any potency in their play.
Crystal Palace's defensive indestructibility was harmonised by a noteworthy threat in quick transitions in the first half, with Wilfried Zaha, Jean-Phillipe Mateta, and Eberechi Eze playing key roles in expanding The Eagles' outlay.
Every Palace player showed commitment in abundance to make sure the game played into their hands, and on the 35th minute, their strategy almost paid off.
Zaha continued to add merit to his reputation of being a menace when he enabled his side a free-kick on the left side of the Chelsea box. As Eberechi Eze floated the cross in, Cheikhou Kouyate met it with a low volley.
It was the closest either side had got in the first half, with Palace's positive transitions being a key theme as they probed the Chelsea end.
Chelsea, although obtaining the majority of possession, were reduced to shots from outside of Jack Butland's box, leaving the clash goalless at the break.
It was Thomas Tuchel who shifted up a gear at the start of the second period, and Chelsea came out of the blocks with a higher tempo. Passing quicker, and with more attacking intent, was the order of the game for The Blues.
But still, Marc Guehi and Joachim Andersen's defensive infrastructure wouldn't budge, and Antonio Rudiger's hopeful strike from afar sailed comfortably wide in the 50th minute.
Chelsea had tried every trick in the playbook to find a way past a defiant Palace, and unfortunately for The Eagles, Thomas Tuchel's next roll of the dice on the 64th minute undone the south Londoners.
Unflustered by a setback, though, the Palace decibels only grew louder and more sincere, encouraging Patrick Vieira's men to redeem themselves.
An introduction to the fray for Michael Olise and Christian Benteke saw The Eagles' attacks become more frequent, but with Vieira's men foraying forward, they left a void in defence, causing a lapse in concentration.
All of a sudden, it was Chelsea who found space on the break, paving the way for a second Chelsea goal on the 77th-minute mark.
Superb footwork, along with awareness in the box, gave Mason Mount the golden opportunity to squeeze a shot past Jack Butland, who was left hopeless in stopping The Blues from running away with a result.
Despite Crystal Palace's persistent energy and overflowing pollyannaism, which has been a staple in the club's nucleus since Vieira's arrival in the summer, a two-goal deficit proved too much for The Eagles.
They fought all the way to the end without a trace of a shadow hanging over them as they bowed out of Wembley without a ticket to the final, but they can forever be proud of their start to life under Patrick Vieira.