Gold is looking for a new club after selling Birmingham after 16 years at the club in October.
The businessman has previously been linked with a move for West Ham.
“Simon Jordan (Palace chairman) called me and we had a very pleasant conversation but I am taking my time before I come to any sort of decisions,” he said in the Daily Star.
“I am interested in big clubs and I consider Crystal Palace to be a big club.
“It is the club closest to my home and everyone knows I don’t want to go north of Watford.”