An eight-minute period before half-time, where Burnley scored three goals to turn the game around, undid an excellent start from Palace who had stormed into a 2-0 lead.
And despite the Eagles dominating the second-half and creating some good chances, the visitors held on for the win.
Lacroix, making his 80th appearance for Palace, said the manner in which they conceded the goals made it a particularly frustrating evening.
“I think we lost our focus for 10 minutes,” he said. “And we conceded three goals in these 10 minutes.
