The Hammers certainly enjoy playing at Selhurst Park and following the 3-1 victory in south London last season, they came away with another impressive victory to help them move out of the bottom three.
Slaven Bilic said his players had worked even harder over the international break to turn their season around and the results paid off as they celebrated a hard fought win.
Bilic changed the system around as he reverted to three at the back and the return of Aaron Cresswell played a major part in the Hammers securing all three points.
Cresswell has been forced to miss the start of the season with a knee ligament injury but he looked as if he had never been away with a crucial part in the winning goal as his cross picked out Lanzini and he produced a clinical finish to strike the ball into the corner of the net.ena
You could sense the luck was finally turning West Ham's way after Christian Benteke missed a penalty for the home side on the stroke of half-time and that was to prove costly.
The only downside for the Hammers and Cresswell was his red card late in the game after he was harshly sent off for receiving two yellow cards within the space of 51 seconds.
The first was given for a dive in the area, although there appeared to be contact from Yohan Cabaye's challenge.
The second was just as questionable following a tussle with Wilfried Zaha but Cresswell was given his marching orders.
Thankfully, the decision did not affect the outcome and Bilic and his players were left celebrating a memorable victory. They will now be hoping this can the turning point as they look to move towards the top half of the table.
Cresswell almost made a dream return to action when he could have opened the scoring after just four minutes.
Pedro Obiang played the ball through to the Hammers full-back who raced towards the Palace goal and fired a powerful shot into the side netting.
Cresswell was involved in the heart of the action two minutes later as he played the ball into Simone Zaza who struck a low shot which was comfortably saved by Palace keeper Steve Mandanda.
Zaza looked keen to open his account for the Hammers and came close again on nine minutes when he found himself unmarked inside the area and he fired a shot inches past the post.
The away side continued to create the best openings and had another golden chance on 14 minutes when Dimitri Payet's corner picked out Cheikhou Kouyate who rose above the Palace defence and headed the ball just wide of the post.
The Hammers were rewarded for their early dominance when they opened the scoring on 19 minutes and it was a superb move which led to the opening goal.
Payet and Cresswell were involved in a neat interchange which resulted in the Hammers full-back bursting clear down the left hand side.
Cresswell played in the perfect cross for Lanzini who produced a clinical finish and struck the ball with his first touch past Mandanda into the corner of the net.
The Hammers were handed a major lifeline on the stroke of half-time after Ogbonna brought down Benteke inside the box.
Referee Martin Atkinson pointed to the spot, but the Palace striker fired his effort wide of the post.
Benteke was then denied by the woodwork just a few seconds later as he rose the highest to meet a cross from Joel Ward but his close-range header struck the post.
The Hammers went in search of the second goal and came close to extending their lead on 56 minutes.
Lanzini burst clear into the box and the ball fell to Payet who saw his shot superbly kept out by Mandana.
Antonio has already scored five goals this season and he was desperately unlucky not to make it six on 75 minutes when he saw his close-range header cleared off the line by Jason Puncheon.
The Hammers were reduced to ten-men sixty seconds later when Cresswell was harshly sent off for a challenge on Zaza.
Replays showed there was not much connection but Bilic was forced to re-shuffle his pack for the closing stages of the game.
Benteke came close with another header on 81 minutes when his header flew just past the post.
Adrian then came to the Hammers rescue in injury time when he made a superb save to deny a close-range header from Connor Wickham.
The Hammers held on for all three points and will now be hoping to maintain their winning feeling when they host Sunderland at London Stadium next weekend.
Crystal Palace: Mandanda; Ward, Tomkins, Delaney, Kelly (Fryers 46); Townsend, Ledley (Cabaye 46), McArthur (Wickham 70), Puncheon, Zaha; Benteke
Subs not used: Hennessey, Campbell, Lee, Sako
Bookings: Benteke
West Ham: Adrian; Reid, Ogbonna, Kouyate, Antonio, Cresswell, Obiang, Noble, Lanzini (Nordtveit 88), Payet (Fernandes 79); Zaza (Calleri 86)
Subs not used: Spiegel, Feghouli, Collins, Fletcher
Bookings: Noble, Ogbonna, Cresswell
Red Card: Cresswell
Referee: Martin Atkinson