Palace have now won just one of their last eight league outings and are two points outside the automatic promotion places following a goalless draw with Bolton.
Manchester United and Arsenal target Wilfried Zaha came closest to breaking the deadlock when he hit the post as Palace piled on the pressure in the second half.
But Eagles boss Holloway admitted: "We start slowly, like my car did this morning.
"But the longer the game went on the better we looked and I find it hard to believe we didn't win, but that's the way it's going at the moment.
"So the players are disappointed, we really want to stay in touch with the top teams and go up automatically, so we have to turn games like that into three points towards the end of the season.
"We were a gnat's wing from taking the three points that I thought we deserved."
Zaha's future remains high on the agenda at Selhurst Park with a move to the Barclays Premier League inevitable, be it this month or in the summer.
"Wilf is so exciting, I just want him to get the ball," admitted Holloway. "For him to be talked about is great - but he plays for Crystal Palace."