Youngster Zaha played his last game for Palace as Watford were defeated in a nervy Championship play-off final at Wembley on Monday.
The England international will move to Manchester United this summer having been signed by the Premier League champions in January before being loaned back to Palace.
But Zaha will depart on a high after winning the extra-time penalty which was dispatched by Kevin Phillips to secure Premier League football for 2013/14.
And Palace manager Holloway told Sky Sports after the final whistle when asked about Zaha's impact against Watford: "The big wigs get the good players all the time. That is what happens.
"So, we will try and find and keep of many of these as we can, and add to it. But, tonight, I do not really care.
"I am delighted for Wilf. He has got us to the Premier League with a wonderful bit of skill. Kevin Phillips stuck it in the net. What more can I say."
Winning the play-offs and returning to the Premier League for the first time since 2005 will be worth an estimated £120million for Palace, and Holloway knows it will be a major boost for the club's future.
"It is absolutely massive," he said. "They have got plans to try and change the ground. It is a getting a bit old in places.
"So, I am just delighted for everybody connected with the club. I am very privileged, I have to say."
Holloway's men had entered the play-offs having finished fifth in the table and seven points off the automatic promotion places following an end to their league season which included just one win in their last 10 games.
It was a tense game at Wembley, where Zaha and Phillips proved to be the difference and secured Palace the win, and Holloway was delighted with the attitude of his players.
"We fought," he said. "We battled it out. We had a tough few weeks with getting into the play-offs. Everyone got disappointed with us not getting automatic [promotion].
"But this group have been fantastic. I am very fortunate in my life to have had some wonderful players to play for me.
"I am so proud of these [players]. I am so proud of the club. We are in the Premier League so, God help us."