Speaking with Palace TV post-match, the frontman said: "I think we gave them too much respect. When we play this kind of team we have to be front foot, we have to be a little bit up. I think by being so deep against these kind of players, the game became easier for them.
"In the dressing room, Ray and the manager said we have to be more brave, we have to be coming back with more character. I think that's the - if I can take positives today - the second-half, obviously it's 4-1, but they scored one goal, we scored one goal and we showed a little bit more resilience, a little bit more character."
On a positive individual note, Benteke's goal against the Blues was his sixth of the season - a powerful header on the end of a Jeffrey Schlupp cross.
The Belgian expressed his pride in his form this campaign but brought conversation back to a disappointing evening at Selhurst Park:
"It [scoring] is a good feeling because I get the chance to play week in, week out. I'm happy to score but all I want is to help the team and today we didn't really do our job, especially in the first-half.
"The second-half was much better and I think we have to take this positive. Now we have two weeks to work hard, to do our job and to get ready for Leicester.
"When you lose at home 4-1, it doesn't matter even if it's against a big team, we just want to bounce back. Now we've got 18 days I think left to speak, to work and we move on."
After the game, Hodgson praised Benteke's consistent form in 20/21. You can read what he had to say in full here.
Stay tuned for highlights and post-match reaction from this clash on Palace TV. Keep an eye out by clicking here or 'Palace TV' within the app.