Preston had a shout for a penalty when Sean St Ledger was blatantly pulled back by his shirt in the box whilst going for a header from a corner but nothing was given.
The deadlock was broken after Davidson put in a cross which Mellor stabbed towards goal. The shot was blocked but the rebound fell to Nicholson who tucked home his first goal for the Whites.
Palace came out more forcing Lonergan into a decent save and shooting narrowly over before the break with a further save from Lonergan just after the interval.
The away side then had their own penalty strike as a header came in the box and Lonergan appeared to have pushed the Palace striker before collecting the ball. The referee reluctant to give anything inside of either box then waved away a Preston penalty shout when Mellor appeared to be felled in the box.
Palace brought on Moses and tried to get the equaliser late in the second half but a fine ball into Chaplow saw him turn and shoot into the Palace net in injury time to seal the victory.
Preston were well disciplined without being spectacular. They will have to improve to create more chances before they certainly looked a lot fitter going to the death before sealing the victory.