A club spokesman told reporters on Friday morning that Dalman had spoken to league chiefs.
It is understood that Cardiff have complained that their starting line-up was leaked to Palace ahead of the relegation encounter, which the London club won 3-0.
Palace sporting drector Iain Moody worked for Cardiff until earlier this season. He took up a post at Palace last November.
Moody, though, has refuted the allegations, telling The Sun: "That is incredibly, extraordinarily untrue. That is untrue, completely untrue."
Cardiff are currently six points adrift of Premier League safety, lying 19th ahead of Saturday's trip to Southampton with just five games left.
It has been reported that Cardiff believe Moody might have used his contacts at the Welsh club, or close to Cardiff, to find out which players would start against Palace.
Cardiff manager Ole Gunnar Solskjaer and captain Steven Caulker both attended Friday's pre-match press conference, although Dalman is thought to be in London.
Asked about the allegations, Solskjaer said: "My week has been on how we can possibly get the best chance against Southampton.
"I just pass you on to Mehmet. Speak to the chairman.
"I have got no reason to doubt any player's professionalism, honesty, integrity, loyalty.
"I am not talking about Crystal Palace. We've got Southampton, and that's my job to get ready for that game.
Asked specifically if he could dismiss any alleged leak emanating from a Cardiff player, Solskjaer added. "Categorically.
"When you are in a football club, you stick together. That's the key."
Caulker, meanwhile, said: "We have got to focus on the situation we are in at the moment.
"Our focus as players is to put things right from last week, really."
It is understood any alleged leak to Palace has not come from within the Cardiff squad.
However, Caulker added: "To be honest with you, there have been problems like that all season where certain things have been leaked.
"For me, it is frustrating. We need to focus on getting things right on the pitch, not what's going off the pitch.
"I will be telling the boys that we need to get performances in and get results, not concern ourselves with off the field issues.
"It has obviously come from somewhere. That's down to the gaffer and the staff above him to sort stuff out, and we can just focus on playing football.
"A lot of stuff has been going on off the pitch all season, and that has been highlighted in the press. It is important we all ignore all that stuff. Our performances have not been up to scratch of late.
"As far as the boys are concerned, we back ourselves. We've had the support of the fans all season, we've had the support of both managers we've worked under. I find it hard to see where it could be coming from.
"You have a bit of banter with your ex team-mates and friends in football. Until the Premier League have investigated it and got to the bottom of it, I certainly won't be pointing any fingers."
- Sports & Recreation
- Ole Gunnar Solskjaer
- Premier League