Burnley suffered a first home defeat in six games, as Palace led 1-0 at half-time through a Phil Bardsley own goal, before Michy Batshuayi and Wilf Zaha wrapped up the points, ahead of a late Ashley Barnes consolation.
The Clarets had 57% possession, and 18 shots to 10, but couldn't make the most of some promising positions, and Dyche said: "It was a strange game, and the wrong outcome for us, very strong first half performance, and you're scratching your head that you're 1-0 down.
"They didn't do too much...I'm not sure they had a shot on target, but they did finish off a counter, a bit fortunately obviously, and then second half you concede early and that's a real blow.
"When you're playing against a side with counter quality, which they have - their away record is better than their home record, and they've done that well and found those clinical moments.
"Really, the measure of the game was that, they found those clinical moments and we didn't.
"We had enough of the game, we created enough - I think we had 18 efforts, and we haven't always had that this season.
"So it's a head scratcher,, but credit Palace, they've done that to other teams, absorbed, countered and been clinical."
The first goal looked like being crucial before the game, but Dyche felt Palaace's second, just after half-time, was the killer: "The second goal was the biggest goal, the first was against the feel of the game, and if we respond to that early - we had moments, Woody has a big chance, from good play with Barnesy, a good connection, and we knocked on the door.
"The difference was the clinical moments.
"We've been in situations,and positions, where that final pass or moment of quality was lacking, and that's something we continue to work on.
"They were really clinical, and credit to them, but we haven't fulfilled those big moments - the cross count is through the roof, the positional side of the game, we were in the final third so many times, but we couldn't find the killer moments.
"We've had chances, been in brilliant positions and not found the final pass, we were knocking on the door.
"The real one that gets under your skin is the third, we were open, Johann slips, we're really high and wide, we didn't need to be, but sometimes the mentality of the side is to take the game on, and it's difficult then at 3-0.
"Admiration for the players, because they got in a fog for a few minutes but came out of it, scored a goal and Crouchy's forced a brilliant save.
"We kept at it, and if Crouchy had scored, you wonder if we are going to have that big finish, that 3-3.
"The other night I didn't think our performance was good enough, but today the detail wasn't good enough, because the performance was good enough to get something from the game."