The Elephants international has stated that his head was all over the place because of transfer speculation at the beginning of the season.
Two English Premier League clubs in the form of the Gunners and Everton had bids rejected by the Eagles, who valued the 26-year-old at around £80m.
Although Eagles boss Roy Hodgson said Zaha wanted to leave, the former Manchester United striker has affirmed his respect for the manager.
“I had to put my head down and play my football,” Zaha told BBC Africa.
“I would have been hindering my own progress by moaning and not wanting to perform properly.
“I have too much respect for my manager, the fans and my team-mates to treat them that way. It was a thing where ‘OK, this hasn’t happened but I’ve got to get on with it’.
“I’ve got to prove every time that I’m the top player I claim to be so I had to get over that quickly. Obviously my head was a bit all over the place at the beginning of the season but I had to nail down and just get on with it because the team deserved that.”
Despite the talks of leaving Selhurst Park, the Ivorian has since featured in all of their Premier League matches in 2019/20, with Palace occupying the sixth place.
Zaha came through the ranks at Selhurst Park before joining the Old Trafford-based giants for a staggering £15m in 2013 but returned two years later after failing to impress at the Red Devils.
“I’m seeing how it goes. I’m a Crystal Palace player and I’m just trying to perform to the best of my ability for my club,” he added.
“I’m not thinking about anything else and just taking each day as it comes.
“The season’s gone well so far. We’ve got a lot more in us and I’m happy with the squad and everyone’s happy with where we are right now.
“All I can do is perform on the pitch. I’m trying to be a consistent performer on the pitch week in, week out.”
Meanwhile, Zaha is part of the Ivorian squad set to face the Democratic Republic of Congo in an international friendly on Sunday in France.