Fresh off the back of a 5 - 0 win at Middlesbrough, Albion might not expect a fiery Palace side going for broke at the Hawthorns.
"It's a massive challenge but I think that could be a good time to play them," Ambrose said.
"They are going to be on a high and they are not going to be expecting us.
"We are going to be underdogs but I know what our lads are like and I think we can put in another good performance.
"Anyone can beat anyone in this league and I think we can beat anyone on our day."