Sunderland return to top-flight action on Saturday with a relegation battle against fellow strugglers Palace after seeing Manchester City end their Capital One Cup dreams and Hull City knock them out of the FA Cup.
The Black Cats find themselves in the bottom three, although they have games in hand, and Bardsley knows the importance of the fixture against Palace as they look to climb away from trouble.
"This is another massive week for us because the Palace game is absolutely vital," said Bardsley.
"It's another cup final for us and this time, we desperately need to win it and pick up three points.
"Palace will be well organised, because Tony Pulis has that wherever he goes. They will be very hard to beat.
"Results elsewhere have gone pretty well for us while we've been involved in the cups but first and foremost we must look at ourselves.
"Now it's about making our games in hand count."