Second-half goals from Fraizer Campbell and captain Mile Jedinak were enough for Palace to clinch all three points on Saturday, as they won at Selhurst Park for the first time this season.
The result was arguably a fair reflection of the match, with the hosts creating the better chances, while Leicester failed to reach the same level of performance that had seen them shock Manchester United 5-3 last weekend.
Warnock has now overseen two wins and two draws in the top flight since replacing Tony Pulis last month and his side could have been ahead at the break had Kasper Schmeichel not made a smart save from Jason Puncheon's effort.
Palace doubled their lead in the 54th minute when Jedinak headed home Puncheon's free-kick.
Dean Hammond's long ball into the box fell kindly for Jamie Vardy, who worked the ball onto his left foot but shot straight at Julian Speroni.
Palace gradually settled into the game and they enjoyed a spell of pressure just before the half-hour mark, the lively Yannick Bolasie digging out a cross from the left before Puncheon's nod down found James McArthur, whose shot was deflected over the crossbar.
From the resulting corner, Joe Ledley's thumping header was hacked away just in front of the goal-line by Esteban Cambiasso, before Puncheon's curling 25-yard effort drew a fine save from Schmeichel.
Puncheon's corner from the right was headed back across goal by Scott Dann and Campbell got the slightest of touches in the six-yard box.
From there, Warnock's men seemed content to protect their two-goal lead as Leicester were often frustrated by a stubborn Palace defence.
