It took just five minutes for the game to get it's first goal, when Queen's Park Rangers' Joseph N'Guessan prodded home a loose ball from point-blank range. But after that, the next 15 minutes were all Palace.
Striker Corie Andrews saw several efforts on goal miss narrowly or hit the goalkeeper, as he continued to find space in the visitors' box through his own weaving runs or the tireless work of wingers Randell Williams and Aaron Bissaka.
New boy Williams looked particularly bright, causing QPR's defence plenty of problems with his power and pace down the left flank.
Palace continued to press, with QPR shot-stopper denying Andrews and right-back Kane Smith before Jacob Berkeley-Agyepong's deflected effort looped over for a corner. From the set piece, Ben Wynter thundered a header off the crossbar, as the Eagles continued to dominate.
However it would be the visitors who would grab the second goal. Andreas Komodikis did well to get down the right and cut back for Joseph N'Guessan to neatly slot the ball beyond David Gregory.
Despite more Palace pressure, QPR went in at half time two goals to the good.
In the second period Palace continued to push for a way back into the game, but were living dangerously at the back and twice the visitors nearly converted one-on-ones. The first was put over the bar by N'Guessan and Palace 'keeper David Gregory did well to deny Komodikis for the second.
Palace found a way back into the game through midfielder Michael Phillips, who followed up a deflected effort from Berkeley-Agyepong to prod it past Lumley on 56 minutes.
Both sides were going for the game's fourth goal, with exciting end-to-end play keeping the sizeable crowd occupied as the weather took a turn for the worse.
The Eagles continued to probe for a way to draw level, with Smith going close late in the second half. His venomous effort from the edge of the area was well held by Lumley though. Minutes later Aaron Bissaka was denied by Lumley, before the game was settled in the visitors' favour.
N'Guessan managed to nip in and win the ball before breaking free into the Palace half. Bearing down on goal, he then slotted the ball under Gregory to restore QPR's two-goal advantage and bag his hat-trick with two minutes left to play.
Gregory; Smith, Woods, Inniss (O'Dwyer, 45), Sturgess; Williams (Lumeka, 80), Wynter, Phillips, Bissaka; Berkeley-Agyepong; Andrews (Lokilo, 54).
Lumley, Kakay, Hamalainen, Wise, Haran, Comley, Komodikis, Sutherland, N'Guessan, Mitchell, Shodipo.
Mulraney, Hudnott, Prohouly, Rosenthal.