Moments later, Wharton clipped a clever ball over the top for Nketiah to shoot from a tight angle – but leaning back, the forward skewed over on his weaker foot.
Palace continued to press for a route back into the match, but despite some decent approach play, the opening never really came.
Liverpool could have extended their lead in the final few moments were it not for Henderson making a superb save to deny Alexander Isak low down, clean through.
The reprieve was temporary, Victor Muñoz breaking at pace, finding Wirtz, who passed it to Isak – and his shot deflected over Henderson.
Palace did pull one back deep into injury time, Osorio fouled – and Nketiah emphatically dispatching the penalty kick – but the defeat was long since confirmed.
Palace: Henderson (GK), Richards, Disasi, Lerma, Mingueza (Khalaili, 87), Timber (Osorio, 60), Wharton, Mitchell, Kamada, Pino (McNeil, 87), Strand Larsen (Nketiah, 72).
Subs: Benítez (GK), Canvot, Chilwell, Doucouré, Hughes.
Liverpool: Alisson (GK), Araujo (Gomez, 90+1), Van Dijk, Jacquet, Kerkez, Wirtz, Szoboszlai (Nyoni, 69), Mac Allister, Gakpo (Ngumoha, 76), Barcola (Munoz, 69), Isak (Koumas, 90).
Subs: Mamardashvili (GK), Endo, Tsimikas, McConnell.