The Blues had the chance to move four points clear of second-placed Liverpool, who play Tottenham Hotspur at Anfield on Sunday.
Now we have lost our chance of finishing first
However, the Eagles, playing in front of sell-out stadium in south east London, limited their London rivals to half chances.
And it was Palace who broke the deadlock after Chelsea’s John Terry turned the ball past Joel Ward’s cross past goalkeeper Petr Cech in the 52nd minute.
Chelsea forward Eden Hazard came close to levelling but Tony Pulis’s side held on to move five points clear of the relegation zone.
“Now we have lost our chance of finishing first. Now we depend too much on other results,” Mourinho told BBC Sport.
“Crystal Palace deserved the victory, they fought for their lives. We had good chances and their goalkeeper made some good saves in the first half.
“But their spirit was stronger, their desire was stronger and their commitment was stronger. That disappoints me, but it’s a defeat that we can only blame ourselves for.
“Some of our players are not comfortable in these types of matches, like Stoke away, Newcastle away and Everton away. Can I change this? I don’t know.
“My defenders are phenomenal, but in other positions we have players that can be in trouble.”
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