...and he's probably right!
After giving up waiting for that England call-up to arrive, Wilf has chosen to represent his country of birth, Ivory Coast.
And he marked his arrival for Les Elephants in style, with an assist five minutes into his debut against Sweden and a goal in his next game against Uganda a few days later.
Palace fans have known for ages Wilf was good enough to play for the Three Lions but for some reason that call never came, despite getting a call-up to a friendly in 2013, ironically against Sweden, when Wilf was tearing up the Championship.
And Palace's best player so far this season reckons he's made the right choice.
"I left for England and I did not return to the country. So I did all my classes in my adopted country and it was normal that I played for the English youth selections," he said, in an interview with the Ivory Coast's football federation.
"But for the past four years, I have had ample time to analyse the situation and to take into account the solicitations of the Ivorian federal leaders. So I made my choice.
How about this for a debut, Wilfred Zaha gets an assist 5 minutes into his debut for Ivory Coast pic.twitter.com/upkI36hsfi— The New Ultras (@TheNewUltras) January 8, 2017
"Now I want to play with Côte d'Ivoire. It is rewarding first because I am proud to play for my country, then because the Ivorian selection has quality players and it has always been a reservoir of talent. So I made the right choice and I do not regret it.
"I want to be able to give the best of myself to the selection of my country and contribute with my teammates to win more titles.
"I want to be able to offer a third African Cup to Côte d'Ivoire and make Ivorians happy. That is my ambition in the short term. Then we need a qualification at the 2018 World Cup."
Eagles fans certainly wish him well but will miss him for the next few weeks, with some important games against West Ham, Everton and Bournemouth.