But how did the Spurs team perform against their London rivals?
He told BT Sport: "I was nervous for the first three seconds, and after that you get the atmosphere".
Eric Dier was also full of praise for the former Gillingham stopper, saying: "It was a great day for Paulo, I thought he did really, really well".
Mauricio Pochettino's side, fresh from beating European champions Real Madrid in midweek, found Palace a hard nut to crack at Wembley and could have been behind before Son curled in the victor midway through the second half.
"There's no point beating Real Madrid on Wednesday if you can't win at here at home on the weekend as well".
Gazzaniga was arguably the best player on the pitch, and Spurs manager Pochettino has spoken highly of him, summing up his performance in one word - "fantastic".
"The last seven games, we played all the games, were very emotional for the players and they're not machines, they need time to recover from every effort".
Palace stuck gamely to its task, repelling numerous crosses and limiting Spurs to long-range efforts, and home frustrations soon turned to fears when Harry Kane went down clutching his ankle after taking a kick from Tim Fosu-Mensah.
Palace was left to rue Gazzaniga's heroics and an open-goal miss from talisman Wilfried Zaha.
Palace continued to knock at the door, Gazzaniga again forced to save by Luka Milivojevic after the hosts failed to clear a corner. We had a few problems after the Madrid game and that is why I am so happy with the victory.