A goalless draw against their south London rivals means the Lions go into the final fixture at Derby just two points above the bottom three.
They may not need to win to stay in the division but Jackett wants them to take other results out of the equation.
"It's in our hands and we want to win," he said. "We've had lots of big games this season, it's a terrific league and that's why we want to stay in it.
"We don't want to be worrying about what's happening up and down the country."
One player who is unlikely to be involved on the final day is forward Dany N'Guessan, who came on as a second-half substitute against Palace but was hauled off just 12 minutes later.
"It was a reflection of his performance," said Jackett.
"The substitution opened us up and I needed to address it to get us over the line.
"You have to play with direction and passion at Millwall and I didn't think that was there."
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