An early strike from Andros Townsend and a brace from Wilfried Zaha saw Palace earn all three points, with Van de Beek's goal on his United debut ultimately in vain.
Speaking to MUTV after the game, the Dutchman did not hold back in his assessment of United's faults.
He said: "We trained good, so my feeling was really positive. But, yeah, today we played too slowly. My first match for the club and then you want to win.
"It doesn’t matter how you want to win. I’m really disappointed that we lose 3-1 at home. I think it’s really bad."
When asked about the lack of sharpness, Van de Beek added: "Yeah but last week in training we did really well."
The 23-year-old also claimed United's tactics were wrong, saying: "We went too long with the ball and I think against an opponent like Crystal Palace you need to speed up the game to create something.
"That was not good enough. To play for all the fans in stadiums like this it’s more nice to score. But still I scored but we lose and this is the most important thing, that we win.
"We lose but it’s always really nice to play for a club like this. I made my first game and I hope to help the team and next time that we win, for sure.
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"I mean, next week we need to step up and we need to win. Also for our feeling, we need to step up now."
United are due to face Luton Town next in the third round of the EFL Cup and Van de Beek could be in line for his first start since making the move from Dutch giants Ajax.