The Ivorian looked angry as he sat down on the Palace bench with the game poised at 4-3.
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With six minutes remaining, Zaha was taken off for Odsonne Edouard as Palace looked to hold onto their lead.
The winger appeared to be fuming after the decision, shouting towards the bench as he exited the pitch.
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Zaha scored Palace's second goal of the day as they emerged victorious in a dramatic match at Selhurst Park.
It was West Ham who opened the scoring in south London as Tomas Soucek found the back of the net from inside the area.
However, Jordan Ayew brought Palace back level with a well taken finish after 15 minutes played.
Zaha then scored with a close range effort, before Jeffrey Schlupp made it 3-1 after Soucek's error.
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Michail Antonio got one back for the visitors before the break to set up an enticing second half.
Palace took firm control of the clash in the 66th minute when Eberechi Eze scored from the spot.
Nayef Aguerd's scrappy finish late on gave West Ham some hope in the closing stages.
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However, Palace were on hand to claim the victory and continue their impressive resurgence under Roy Hodgson.