The 'Seagulls' missed their opportunity to shift further from the relegation battle after a 1-1 draw with Huddersfield on home territory.
Speaking the official club website, Stephens said: ''I think the overall feeling is of disappointment after Sunday.'' The midfielder then called on the team to sharpen their finishing focus.
He said: ''It's something we are conscious of, as it's important we do make a good start to games - we did it today and unfortunately we haven't gone in front in the first ten minutes.''
''I thought we started well and continued to play, but we have to take the point and move onto next week.'' The 28-year-old added: ''Everyone makes mistakes but unfortunately today we've been punished by one of them.''
However, Brighton are headed into the match against Palace with confidence. Their track record with Roy Hodgson's side is so far a goalless draw in the league, and a 2-1 victory over the 'Glaziers' in the FA Cup.
Stephens said: ''We've had a couple of games against them [Palace] this season and everyone is confident going into next week.''