The 35-year-old was confirmed earlier this week to be leaving the club after nine years in red and blue, and came on for the final quarter of Sunday’s 1-1 draw with Nottingham Forest for a fond Selhurst farewell.
McArthur said: “It was [an emotional moment] but I was just focused on trying to get back into the game and winning it! I think it’ll probably sink in later on.
“I don’t think we were as good as we have been in recent weeks, but Forest are a good side who make it hard for you. When they get that goal it’s tough to break them down. Thankfully we got that goal and were pushing for another one, but it wasn’t to be.
“They’re good at counter-attacks and we were aware of that before the game. We didn’t stop it – it was tough to stop – but we’ve got strong characters in that changing room.
“We’re one of the best teams in the league for coming back and we showed once again what we’re made of.”
McArthur reserved words of praise for fellow midfielder Will Hughes, who scored his first Premier League goal for Palace on his 50th appearance.
The Scot said: “We needed it. It was a big moment in the match.
“He’s probably not played as much as he’d have wanted this year, but the last couple of weeks he’s really stepped up. He’s a terrific player and he’ll be a brilliant player next year for us.”
McArthur also praised Roy Hodgson, the manager who has made such an impact since returning to the club nearly two months ago.
“In the changing room all the boys thanked him. We don’t know what’s happening next year, but we thanked him for his effort this year.
“The coaching staff have been brilliant, the team are playing with real confidence right now, and he’s instilled that in the lads.”