The 29-year-old midfielder was one of the stars of his country's remarkable surge to the semi-finals of Euro 2016, where their adventure was brought to an end by eventual champions Portugal.
Now Ledley is hoping Palace, who were 2-1 winners at Middlesbrough on Saturday, can follow in the footsteps of Chris Coleman's side and raise a few eyebrows on the domestic front.
He said: "I want the same with the club
You want to be winning games
No one likes losing and that's what we need to do here.
"We are a small nation, Wales, and we managed to turn the world upside-down and at Palace now we need to have that winning mentality.
"We have got the players, but as a team you need to work your socks off and try to win games."
Palace did just that for the first time in the league this season on Saturday when they headed for previously unbeaten Boro and emerged with the three points.
Christian Benteke headed them into a 16th-minute lead with his first goal for the club since his £27.5million switch from Liverpool, and although Daniel Ayala levelled before the break, Wilfried Zaha pounced on an error by defender George Friend two minutes after the restart to win it 2-1.
That came as a relief to both the players and manager Alan Pardew, who had tasted victory in only two of his previous 22 league games in 2016 before kick-off, a run which led to a tense conclusion to last season.
Ledley said: "The Premier League is very strong this season, we have seen that already and if we can just continue what we are trying to do here..
We had a slow start, but to get points on the board takes pressure off.
"You don't want to be playing under pressure, you just want to go out there and enjoy it and that's what we'll hopefully continue to do."
The Eagles are likely to enjoy further success if they can continue to provide Benteke with the kind of service he received from Zaha for his goal, and Ledley for one was impressed with the Belgium international's contribution on Teesside.
He said: "He's a big outlet
Obviously he can hold the ball up, link it up for midfield players and get on the end of things
His all-round game was very good today and hopefully we'll see more of that."
If there was joy among the Palace ranks at a big win, there was disappointment for Boro, who contributed to their own downfall, particularly for the decisive goal when Friend left his attempted back-pass to goalkeeper Victor Valdes woefully short to hand Zaha his chance.
Defender Ben Gibson said: "It was a mistake, but we win and lose as a team
I have made plenty of mistakes, we have all made mistakes in the past, so once that happened, you have just got to get on with it.
"George reacted really well and we were unlucky not to come out of the game with something
We certainly controlled large parts of the game and we had good opportunities to make good chances.
"It's a good learning curve for us, it's a lesson because if you are not at 100 per cent full tilt, you are going to be punished in this league.
"It's all been rosy up to now because we have had a good start to the season, but that's the Premier League: make mistakes and you are punished
But we win and lose as a team."
Source : PA
Source: PA