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The 27-year-old Belgian international -- who is yet to score in 12 appearances this season -- should have let Luka Milivojevic take the penalty late in the game as he had already scored from the spot earlier in the game.
However, to the consternation of his team-mates and manager Roy Hodgson he took the ball and missed, costing Palace what could be two invaluable points.
The Eagles -- who rebounded to beat Watford in midweek -- are third from bottom on goal difference ahead of Saturday's trip to Leicester.
"I spoke with the manager first to let him know what really happened, because I just wanted to clarify things with the TV and all of the media talking," said Benteke.
"Then I spoke with the guys and I told them I don't feel sorry for myself, but that I let the team down because we are obviously battling relegation and every point counts for us.
"I said I will keep working hard for them and for myself.
"I just wanted to take my responsibility (with the penalty). I don't feel sorry for myself -- it happened.
"There is no issue. It is football and it happens. We have to stick together no matter what."
Benteke conceded he was feeling the pressure at going so long without a goal.
"It is a tough time," said Benteke.
"As a striker you want to score, but I just work hard for the team and try to hold up the ball and play, and the goal will come.
"I don't ask a lot of questions of myself, I just accept it is a tough time and work hard and try to help the team. The goal will come."
