Heidar Helguson put the Hoops in front with a 20th-minute tap-in before James Vaughan levelled the scores five minutes before half-time with his eighth league goal for the club. Helguson secured the win with a 54th-minute penalty following Patrick McCarthy's foul on Adel Taarabt, for which he received a straight red card.
Warnock, a former Palace boss, said: "It's difficult for me against Palace. I really don't enjoy games against them, but I wanted my players to enjoy it.
"You've got to give Palace credit. They fought for their lives, scored a goal - sloppy from our point of view - but we started again and in the end could have scored more goals.
"We've won five out of six matches and that takes some doing given the teams we've played against, so I'm really happy. It's hard to believe it's just over a year since we took over here. It's not a straightforward job - it never is at QPR and hasn't been this season - but when you get a game and an atmosphere like that, it's all worth it."