Ledley was due to fall out of contract at Parkhead in the summer, but an offer was on the table and he was weighing up his options when Palace made their move last month.
Celtic accepted the bid and before he knew it he was in talks with Eagles boss Tony Pulis over a switch to Selhurst Park.
"There was a contract offer there and I was just weighing up my options," he explained. "Not long before in January I'd said to some of the boys I was going to re-sign. Then a week later I'm signing at Palace. That's football.
"I was sat at home and my agent rang and said a bid had been accepted and it is down to you to talk to them. At first I didn't know what to think. But if a club has accepted an offer then it is time to go. Your mind is sort of made up.
"I ended up coming down and speaking with the gaffer. I felt it was a fantastic challenge. They sold the club to me. I thought it was time to go and play in the Premier League."