The 47-year-old has been in temporary charge since Ian Holloway's departure at the end of last month, but it was confirmed prior to Saturday's game that Pulis is the new manager on a two-and-a-half-year deal, with his first game at the helm coming at Norwich City next weekend.
The former Stoke City boss watched from the stands at the KC Stadium as Palace clinched all three points following a dramatic final 10 minutes in which Yannick Bolasie was shown a straight red card and Barry Bannan scored the winner.
The midfielder was able to turn Palace's fortunes around in the 81st minute following Bolasie's dismissal for a tackle on Jake Livermore, getting on the end of a fine cross from Cameron Jerome to open his account for the club.
The victory marks Palace's second of the Premier League season and their first on the road, with Millen keen to be part of the Pulis era at Selhurst Road, the duo having worked together when the latter was in charge at Bristol City.
"I'm so proud of the players. There is a belief there and they are working so hard for one another," he told the BBC.
"I'd love to stay here, hopefully I'll be in Tony Pulis' plans. I'm sure we'll sit down together and have a lot of discussions about a lot of things over the next few days.
"I've seen the red card and I think it's harsh. He slips into the challenge."
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