The Baggies have begun the season in stunning form and beat Middlesbrough 5-0 last Saturday but midfielder Ambrose knows the Eagles are capable of upsetting the form book.
"It's a massive challenge but I think that could be a good time to play them," he said. "They are going to be on a high and they are not going to be expecting us.
"We are going to be underdogs but I know what our lads are like and I think we can put in another good performance.
"Anyone can beat anyone in this league and I think we can beat anyone on our day."