If two words could sum up Saints' season they would be 'missed opportunities' - and, boy, did we see the most extreme example at Palace.
Over the course of the season it would apply to the way things have panned out and the inability to pick up enough points to reach the play-offs.
In this case it was in front of goal.
The two have gone hand in hand. Think back to the start of the season.
In that run of eight successive league draws, Saints were destroying teams week after week.
They were creating chance after chance but were just not taking them and ended up taking one point instead of the three they should have got in seven of the games.
Few will forget the game against Reading at St Mary's. The runaway champions, who next week might break the Championship's record for most points in a season, were battered by Saints.
It was a case of total domination, so many opportunities coming and going and the game finished, almost inexplicably, 0-0.
Well, if I tell you that at Palace Saints created, and missed, even more chances, you start to get the picture.
Luckily at this point in the season it doesn't really matter.
What is more important is to see Saints playing well again and to see George Burley's influence on the team really starting to shine through.
Saints are playing effective football and entertaining football. That's what you associate with Burley.
Right now that is more important than the results, but even so there was an air of stunned disbelief among the large travelling Saints contingent that they didn't win this game.
Saints created 11 clear cut chances and converted just one.
By clear cut, I mean the ones you expect to be taken, not half chances.
The worst offenders in terms of misses were teenage wingers Nathan Dyer and Andrew Surman who both could have had a hat-trick.
Both of these young men played well. Palace, looking wary of injuries and suspensions ahead of the play-offs, stood off Saints and allowed them time and space to play and a yard to get a run at them.
Surman and Dyer took full advantage and needed no second invitation to get forward at every chance.
Grzegorz Rasiak led the line well but missed two good chances in quick succession while Darren Potter, the fulcrum of the team in another very impressive display, also squandered a gilt-edged chance.
The only man to convert one was one-time Palace striker Ricardo Fuller, who was also the architect of many of the other opportunities.
On 68 minutes Potter curled in a free kick from the left touchline, Fuller got ahead of his man and flicked a header across goal and into the far corner.
Unfortunately by that stage Palace had already got their noses in front.
Marco Reich's shot in the box was blocked and Palace got a bit of good fortune with the ball bouncing to the feet of Andy Johnson, but there was no luck in his clinical first-time side-footed finish that left Kevin Miller with no chance.
The Saints keeper had to make a few good stops during the game on his return to one of his former clubs.
Palace didn't create anything like the number of good chances Saints did, but still threatened regularly and had a couple of good penalty appeals waved away.
After missing so many chances , it was perhaps rather predictable that Palace would grab a winner - and it was even more predictable it would be Clinton Morrison who got it.
The man Saints missed out on in the summer came on as a late sub and, with ten minutes remaining, fired a fierce left-footed shot into the far corner.
It was another case of what might have been for Saints, just like against Reading earlier this season.
The only difference now is that the misses felt more like a one-off than an epidemic.
Back then it sometimes felt that no matter what sort of chances Saints created, they wouldn't convert them.
On this occasion you got the impression if they played the game again today they would get five.
There's really only one thing left for Saints to do in their final game at home to Leicester - create the chances, finish them and end the campaign on a high.