Doncaster then took control after half-time and Martin Woods' fine finish extended their lead just before the hour mark before James Hayter wrapped up the points late on.
Palace went into the game as one of the form sides in the Championship, but following a cash flow problem this week their players had not got paid on time.
It was Doncaster who made the brighter start with John Oster firing wide from distance.
Minutes later Dean Shiels got a shot away from 12 yards but Palace goalkeeper Julian Speroni saved easily.
The home side eventually found their rhythm and Danns had a glorious chance to put them in front but when the ball rebounded to him six yards out he shot wide with the goal gaping.
The Eagles came even closer soon after when Victor Moses let fly from the left but veteran goalkeeper Neil Sullivan made an excellent save.
Palace continued to press and Sullivan saved from Moses once again before Danny Butterfield fired wide from 20 yards.
With 12 goals for his name already this season, it was only a matter of time before Palace's Darren Ambrose threatened and he shot wide from 25 yards.
For all Palace's pressure they were unable to make the telling breakthrough and four minutes before half-time they paid the price as Doncaster took the lead.
The ball was switched to James Chambers on the right and he did superbly to beat his man before firing a low cross which Sharp sidefooted in.
Referee Pat Miller was unable to continue at half-time and the fourth official had to take over.
Palace came flying out of the traps at the start of the second half in search of an equaliser and Jose Fonte sent a wild effort wide.
Ten minutes after the break the Eagles wasted another good opportunity when the impressive Ambrose sent in an outswinging corner which found Alan Lee but James Coppinger cleared his header away from danger.
Doncaster responded with Chambers firing over before Martin Woods grabbed a crucial second goal for the visitors just after the hour mark.
John Oster got away down the left and delivered another pinpoint cross which Woods converted.
With Palace rocked by going 2-0 down, Doncaster sensed their chance to kill the game off and did so with 12 minutes remaining when Sharp turned provider for Hayter who finished well from 12 yards.
Palace tried in vain to find a way back into the match as Doncaster held on comfortably to end their away hoodoo.