But the 26-year-old has since helped the Eagles climb to sixth and with the Gunners and Everton no longer in for him and Frank Lampard thinking twice, a transfer currently looks unlikely.
Zaha said: “I’m seeing how it goes. I’m a Crystal Palace player and I’m just trying to perform to the best of my ability for my club.
“I’m not thinking about anything else and just taking each day as it comes. The season’s gone well so far. We’ve got a lot more in us.
“I’m happy with the squad and everyone’s happy with where we are right now. All I can do is perform on the pitch. I’m trying to be a consistent performer on the pitch week in, week out.
“Last season I set myself a target of 10 goals and managed to get 10, so I was happy. Hopefully I can reach my goals again – that’s all that’s on my mind.”
Zaha told Palace he wanted to leave in the summer but the club rejected bids from both Arsenal, who signed Nicolas Pepe instead, and Everton, who signed Alex Iwobi.
Chelsea were weighing up a move for him when their transfer ban ends but the form of their young players is now understood to have prompted a rethink.
Zaha, who has played in all six of Palace’s league games this season, said: “I had to put my head down and play my football.
“I would have been hindering my own progress by moaning and not wanting to perform properly.
“I have too much respect for my manager, the fans and my team-mates to treat them that way. It was a thing where ‘OK, this hasn’t happened but I’ve got to get on with it’.
“I’ve got to prove every time that I’m the top player I claim to be so I had to get over that quickly. Obviously, my head was a bit all over the place at the beginning of the season but I had to nail down and just get on with it because the team deserved that.”
Zaha has one assist in nine games in all competitions so far this season, and is yet to score.