In their first game back at Selhurst Park as a Premier League side, Palace fell to a single goal defeat to Italian giants Lazio in a good workout for Ian Holloway's side before they face Tottenham Hotspur next Sunday.
Having enjoyed the best of the opening stages, the Serie A side showed their cutting edge by scoring with their first attack after 12 minutes. Antonio Candreva tried his his luck at goal from 25 yards, and the ball bounced awkwardly in front of Julian Speroni which meant he couldn't gather it easily and goal-poacher supreme Miroslav Klose pounced to tap home from close range.
Palace were dealt a further blow when new signing Jerome Thomas limped off after just 22 minutes and then Dean Moxey had to scramble a tame shot by Senad Lulic off the line as the visitors searched for a second, but for all their efforts in the first 45 minutes the home side came closest to scoring when Moxey overlapped down the left and crossed towards Aaron Wilbraham's path but a great tackle Giuseppe Biava cut out the chance.
In the opening stages of the second half Speroni made a great block to deny Lucas Biglia when a fortunate deflection led to the central midfielder bursting through on goal as the visitors nearly put result out of sight, but having come off the bench at half-time new signing Dwight Gayle went close to grabbing an equaliser on 57 minutes when he played a clever one-two with Kevin Phillips on the edge of the area and turned a defender but dragged his shot wide of the near post.
Roles were reversed nine minutes later when Gayle played in Phillips but the man whose goal gave Palace Premier League football couldn't net this time around as his shot was saved by a sprawling Federico Marchetti, and the keeper was soon called into action again when he saved the lively Gayle's volley from close range.
With time ticking away, Ederson saw a header from a Candreva corner narrowly miss the target but one goal was enough for Lazio to clinch the pre-season victory.
Palace: Speroni, Ward (Dikgacoi 46), Gabbidon (Ramage 46), Delaney (Boateng 77), Moxey (Jerome Williams 74), Jedinak (Wynter 69), Garvan (O'Keefe 46), Jonny Williams (Bolasie 46), Dobbie (Grandin 46), Thomas (de Silva 22, Gayle 46), Wilbraham (Phillips 46). Subs not used: Fitzsimons.
Lazio: Marchetti, Konko (Onazi 64), Biava (Novaretti 46), Dias (Cana 46), Radu, Biglia (Cavanda 64), Ledesma (Ederson 46), Hernanes (Gonzalez 77), Candreva (Rozzi 88), Lulic, Klose (Floccari 64) . Subs not used: Bizzari, Ciani, Kieta, Strakosia.