The Eagles stand on the brink of history, potentially just 90 minutes away from a third trophy in 12 months.
Lacroix has played more minutes than any other outfielder in the Palace side on the European journey so far, with 1,125 minutes in the Conference League and counting.
And the Frenchman says the finer details could be the difference against Rayo.
"We've got to focus on details because it's going to be a big game," said Lacroix.
"It's just one game, so we have to be ready, we have to be focused.
"We play against a really good team, so I think we have our chance, but we have to be professional."
Lacroix also believes that his team can lean on the experience their Manager has in finals.
