Christian Benteke scored what turned out to be the winner in the 32nd minute at Selhurst Park, robbing centre-back Scott Dann of possession on the left sideline before storming on goal and finishing from outside the penalty area.
Dann, 27, is into his eighth season of playing in either the Premier League or Championship, but Warnock still said he had a lesson to learn out of Benteke's goal.
"I think he [Dann] should have kicked it over the stand and not be ashamed to do it," Warnock said.
Warnock also conceded Dann's partner in the centre of defence also should have closed down the dangerous Benteke's space.
"There were two or three things, though, I thought Brede could have come out [quicker] but it's the decisions we make and you stand or fall," the former QPR boss said.
"Unfortunately for Scott, who's probably been our best player defensive wise, it's a cruel punishment.
"But hopefully you learn from that you can't score in Row Z, can you?"
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