Chelsea's 13-game winning run at home came to a shuddering halt as Wilfried Zaha and Christian Benteke scored within three minutes after Cesc Fabregas had opened the scoring.
Chelsea are now seven points clear of second-placed Tottenham with nine games to play, beginning with Wednesday's clash with rivals Manchester City. Still they need 21 points to win the title.
"For sure, for you (the media) it's a good result, because (it) makes this more interesting in the championship," Conte said.
"But I always said the league finishes when you have the mathematical (certainty) that you won.
"Otherwise you must fight, you must play every game to try to win.
"In England it doesn't exist an easy game. Every game will be very tough, from now until the end, also if the team name is Manchester City or a team that is fighting for the relegation zone."
Palace boss Sam Allardyce opened his post-match media conference saying: "That shocked you all, didn't it?"
Allardyce added: "It's an absolutely outstanding victory for us, particularly in the position we're in. Nobody expected it."
Allardyce then called on Zaha, who returned to Palace after a short and unhappy spell at Manchester United, to emulate Chelsea's Eden Hazard by being consistently excellent.
Zaha was subject of scrutiny over the international break, having rejected the chance to play for England in favour of the Ivory Coast, where he was born.
Allardyce said: "Wilf must feel really good about himself by his consistent performances at the moment.
"(Hazard's) ability is something Wilf could look at to try and match."
Asked if Zaha can realise his potential with the Eagles, Allardyce said: "He's already realising his potential now by the way he's playing. His potential's becoming a reality."
Chelsea were beaten for just the second time in 18 home games under Conte and conceded twice for the first time since the January 4 loss at Tottenham, despite having Hazard back following a calf injury.
There was an element of good fortune for Palace as Andros Townsend was fortunate not to concede a penalty when Pedro's shot struck his arm after just 17 minutes.
Conte added: "It's very difficult to see this situation. For sure something there was, but I think it's right also to accept the decision of the referee.
Read the full article on eurosport.co.uk: Conte: Title race is interesting again