It could have been worse for the Hillsborough outfit but for veteran keeper Kevin Pressman.
He was at his agile best in the 30th minute when he produced a super save at full stretch to turn over a blistering shot from Palace's promising youngster Wayne Routledge.
The 17-year-old has impressed since he was drafted in by manager Trevor Francis and he relished his chance at Hillsborough.
His quick footwork had Wednesday in trouble before he lashed a goalbound 25-yard effort that Pressman turned over the bar.
And in the dying minutes of the first half only the post saved Wednesday after Pressman was beaten by an Andy Johnson header.
The former Birmingham man found a gap to meet a neat cross from Routledge on the right but the ball broke kindly for Wednesday and came off the foot of the post.
Wednesday's Dutch midfielder Gerald Sibon had defied the medics after fears a knee injury would sideline him for a month.
Despite a heavily bandaged leg Sibon started the game and in a grim opening he was over ambitious when hammering a trademark free kick into the Palace wall.
Wednesday livewire Leon Knight snapped in an early challenge to rob Hayden Mullins on the edge of the Palace box but then mis-hit his pass to strike partner Shefki Kuqi.
And when Kuqi's determination produced a low cross, Knight could not control the ball and Danny Butterfield cleared gratefully.
When Palace picked up the pace only a timely interception from Danny Maddix cut out a low cross that would have put Dele Adebola clear eight yards out.
Routledge shone again after the break with a dazzling run from the right. He skipped past two challenges but was unable to finish.