Manchester United s head coach Erik ten Hag . AP
Not since the 1989/90 season have United lost four of the first seven league games of the season.
Joachim Andersen's first-half goal for Palace inflicted that fate on Ten Hag's men, who were booed off by the Old Trafford crowd at full-time.
"I can give you reasons but you will explain it as an excuse and there are no excuses, we have to win," said Ten Hag.
"We have to be more consistent, this is not the demand for Man Utd. The demand is we get a row of wins and get into a series. We have to do better than now."
United had been unbeaten in 31 home games prior to Brighton's victory at Old Trafford two weeks ago.
However, the Red Devils were fortunate to escape with victory at home to Wolves and Nottingham Forest earlier in the season.
"We have to do better here," added Ten Hag.
"We have to show it in our body language that Old Trafford is a fortress and you can't get anything here."
Despite having 19 shots on goal, United suffered from a familiar lack of cutting edge in the final third.
Bruno Fernandes, Rasmus Hojlund and Mason Mount were all guilty of missing chances.
"We were, many times, close and then you have to be clinical, concentrated and be sharp," said Ten Hag.
"Go for the goal. We have the abilities to score a goal."
By contrast, there was joy for Palace boss Roy Hodgson as he became the first Premier League manager to go five successive games unbeaten at Old Trafford.
The Eagles had been beaten 3-0 by United when the sides met in midweek in the League Cup, but bounced back when restored to full strength.
"I am happy about the record, I suppose. I am most happy with how the team played today and I'm so pleased for the players," said Hodgson.
"It's not easy coming up here for the second time in a few days and to give that performance and to work that hard and defend as well as we did, that is what gives me the most satisfaction."
Victory takes Palace above United into ninth in the Premier League table.
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