Match ends, Crystal Palace 0, Wolverhampton Wanderers 1.
Crystal Palace manager Roy Hodgson described his side's performance as a "major disappointment" after Matt Doherty's winner extended Wolves' unbeaten Premier League run to six matches.
Raul Jimenez put Doherty through on 56 minutes and, despite the tight angle, the full-back was able to beat Wayne Hennessey at his near post.
Although the home side began confidently in the first ever Premier League meeting between the clubs, Hodgson's team were wasteful in the final third.
"We did not take our chances," the former England manager said. "At the end it became a desperation type of performance, where we are hoping things will happen.
"Once again we were not good enough in and around the penalty box to create the clear-cut opportunities we need to score a goal. It is a major disappointment."
Rui Patricio had produced an excellent double save as Wolves held onto the win, first stopping Max Meyer's volley and then blocking Wilfried Zaha's follow-up as the hosts chased a first home goal of the campaign.
Substitute Ivan Cavaleiro then struck the bar late on as Wolves achieved their best run in the top flight since 1979, and left Hodgson's side with just one win in their past seven league games.
Nuno Espirito Santo set a Premier League record by naming an unchanged starting XI for an eighth consecutive opening fixture, and Wolves arrived at Selhurst Park as the in-form side.
The visitors had to be patient to force a decisive breakthrough against Southampton last time out, and it was a similar story in south London, where the hosts began largely in control.
But Nuno's men have remained committed to their expansive style of play - and once again that paid off as the adventurous Doherty unlocked the Palace defence with a great finish.
It's no coincidence that eight of Wolves' nine league goals have come in the second half, and they demonstrated their ability to gradually wear down their opponents' resistance.
While their attacking players will continue to receive plaudits, the Wolves defence - and Patricio in particular on this occasion - were excellent, allowing their side to keep a fourth clean sheet in five league matches.
And although Cavaleiro probably should have doubled the advantage late on, victory means Wolves are now seventh on 15 points.
"We did not start so good but when you look at the whole game we were the better team, the way we controlled the game in the second half," Nuno said.
"The base of the team was here last season, so everyone knows their tasks. We go game by game - now it is the international break, players can go to their teams, enjoy it and and play some good football. We go game by game - there are no targets."
With a tough run of fixtures against Everton, Arsenal, Chelsea, Tottenham and Manchester United on the horizon, getting a first home league win was an important aim for Hodgson's side.
After Mamadou Sakho's defensive error cost Palace a point on Monday night against Bournemouth, the Eagles needed a response in front of their home crowd.
But since a 2-0 victory over Fulham on the opening day of the season, they side have managed just three goals in the subsequent seven league games - two of which have been scored by Zaha, who was silenced for large periods by the Wolves defence.
Palace created enough opportunities, and both Zaha and Aaron Wan-Bissaka provided trickery, but the team lacked a cutting edge once again as they slipped to 14th in the table.
Jordan Ayew failed to produce in the absence of the injured Christian Benteke and the Eagles now sit four points above the relegation places.
A lack of success in the final third is becoming a significant worry for the former England manager, with Palace and Huddersfield now the only Premier League sides yet to score a goal after four home games.
"Once again I cannot fault players for effort, work-rate and determination - it was a game we were hoping to win but somehow could not do so," Hodgson said.
"We had enough of the ball, enough determination, but the game's about winning and scoring goals to win and we didn't."
Following the international break, Wolves host Watford on Saturday, 20 October (15:00 BST) while Crystal Palace travel to face Everton Everton a day later (16:00 BST).
Match ends, Crystal Palace 0, Wolverhampton Wanderers 1.
Second Half ends, Crystal Palace 0, Wolverhampton Wanderers 1.
João Moutinho (Wolverhampton Wanderers) is shown the yellow card for a bad foul.
Wilfried Zaha (Crystal Palace) wins a free kick in the defensive half.
Foul by João Moutinho (Wolverhampton Wanderers).
Attempt blocked. Wilfried Zaha (Crystal Palace) right footed shot from outside the box is blocked.
Patrick van Aanholt (Crystal Palace) wins a free kick in the defensive half.
Foul by Adama Traoré (Wolverhampton Wanderers).
Ivan Cavaleiro (Wolverhampton Wanderers) is shown the yellow card.
Patrick van Aanholt (Crystal Palace) is shown the yellow card.
Patrick van Aanholt (Crystal Palace) wins a free kick on the left wing.
Foul by Ivan Cavaleiro (Wolverhampton Wanderers).
Luka Milivojevic (Crystal Palace) wins a free kick in the defensive half.
Foul by Romain Saïss (Wolverhampton Wanderers).
Cheikhou Kouyaté (Crystal Palace) is shown the yellow card for a bad foul.
Foul by Cheikhou Kouyaté (Crystal Palace).
Rúben Neves (Wolverhampton Wanderers) wins a free kick in the defensive half.
Jonny (Wolverhampton Wanderers) is shown the yellow card for a bad foul.
Wilfried Zaha (Crystal Palace) wins a free kick on the right wing.
Foul by Jonny (Wolverhampton Wanderers).
Substitution, Wolverhampton Wanderers. Adama Traoré replaces Diogo Jota.
Foul by Cheikhou Kouyaté (Crystal Palace).
Willy Boly (Wolverhampton Wanderers) wins a free kick in the defensive half.
Foul by Alexander Sørloth (Crystal Palace).
João Moutinho (Wolverhampton Wanderers) wins a free kick in the defensive half.
Substitution, Wolverhampton Wanderers. Romain Saïss replaces Hélder Costa.
Substitution, Crystal Palace. Alexander Sørloth replaces Jeffrey Schlupp.
Ivan Cavaleiro (Wolverhampton Wanderers) hits the bar with a right footed shot from the right side of the box.
Attempt blocked. Jeffrey Schlupp (Crystal Palace) left footed shot from the centre of the box is blocked. Assisted by Cheikhou Kouyaté with a headed pass.
Conor Coady (Wolverhampton Wanderers) is shown the yellow card for a bad foul.
Cheikhou Kouyaté (Crystal Palace) wins a free kick on the right wing.
Foul by Conor Coady (Wolverhampton Wanderers).
Attempt missed. Hélder Costa (Wolverhampton Wanderers) left footed shot from outside the box is high and wide to the left. Assisted by Rúben Neves.
Attempt saved. Andros Townsend (Crystal Palace) right footed shot from outside the box is saved in the bottom right corner. Assisted by Wilfried Zaha.
Substitution, Wolverhampton Wanderers. Ivan Cavaleiro replaces Raúl Jiménez.
Offside, Crystal Palace. James Tomkins tries a through ball, but Andros Townsend is caught offside.
Attempt missed. Patrick van Aanholt (Crystal Palace) left footed shot from outside the box is too high. Assisted by Mamadou Sakho.
Substitution, Crystal Palace. Cheikhou Kouyaté replaces Jordan Ayew.
Corner, Crystal Palace. Conceded by Willy Boly.
Delay over. They are ready to continue.