Goals from Laia Codina and Stina Blackstenius consigned Palace to a 2-0 defeat in South London, but the Eagles more than matched Arsenal over the 90 minutes.
Speaking to the media at full-time, Potter said: "I'm super proud of our players. I think you look at the first half and we hit the woodwork twice and the keeper pulls off an unbelievable save.
"There's not many teams that push Arsenal that far and create that many chances in the first half in particular.
"Obviously, they can bring on quality off the bench and we tried to change it a little bit, but I'm super proud of the players' performance today.
"I think that's in line with what we've been delivering. We were super hard to beat. I thought our defence was brilliant.
"We kept their forward line quiet, which is not easy to do, so there's really a lot of positives to take from that performance."
