The 20-year-old has scored four goals in 20 appearances for Palace this term, helping the London club move into second place in the Championship.
The England international’s eye-catching performances have triggered interest from a host of top Premier League clubs, including Arsenal.
Zaha revealed on his Twitter account that he is an Arsenal supporter but admitted his frustration at watching Arsène Wenger’s men struggle in Europe.
“I swear I’m not watching arsenal anymore,” Zaha tweeted shortly after the Gunners’ 2-1 loss. “I’m an Arsenal supporter but they stress me out.”
The Gunners were leading thanks to Tomas Rosicky’s 38th-minute opener but were pegged back in the 65th minute through Giannis Maniatis, before substitute Kostas Mitroglou secured the win for the Greek side.
MORE: Latest Man Utd news
MORE: Latest Arsenal news
MORE: The latest football news