Ulloa scored either side of half-time as Brighton beat their rivals 3-0 at the Amex Stadium to boost their play-off bid and put a dent in Palace's hopes of automatic promotion.
The 26-year-old Argentine has been a big hit at the Championship club following his January arrival from Almeria and is revelling in the adulation from Seagulls supporters.
"It was beautiful, you feel the warmth of the fans here," he said, quoted in The Guardian.
"In Argentina when you play with teams who are in the same region you call it a clásico.
"When I was at Castellón we played against our rivals Villarreal and I scored, and also for Almeria against our rivals in Andalucia.
"So I was happy to score today and for us to win a clásico after a bad week away (losing to Bolton and Barnsley)."
Ulloa has scored eight goals in 11 games for Brighton since signing a four-and-a-half year deal in the transfer window but admits he is glad of the forthcoming international break.
"Things have been positive since I've been here," he added.
"It's physically more intense but I'm getting used to it. But my body is asking me for a break now so it'll be pleased."