This, of course, is not the first time someone has reported that Trump himself was surprised by his victory.
It was a major part of the narrative in Michael Wolff's best-selling Fire and Fury, explaining Trump's lack of preparation when he assumed the most powerful office in the world.
And to be fair, this failure of imagination was not Trump's alone. The Democrats, the media and even most Republicans were also convinced that Hillary Clinton would be the next president.
When the infamous Access Hollywood tape became public during the closing weeks of the campaign, then-Republican National Committee Chairman Reince Priebus pleaded with Trump to drop out, or face the worst electoral defeat in American history.
Cohen is far from the most credible of witnesses, having pleaded guilty last year to lying to Congress, plus an additional eight counts that included tax evasion and violating campaign finance laws. He has been disbarred and is likely to begin a three-year prison sentence in May.
Now, however, he has little left to lose. So when he laid out Trump's motivations, it carried a ring of truth, and not only because the self-described "fixer" was in a position to see and understand the many levels of calculation that went into the endeavour that put Trump in the White House.
In Cohen's telling, Trump's expectation that he would lose became the predicate for many of his otherwise inexplicable actions during the campaign.
The silver lining for the President may be that his former lawyer also undercut theories that the Trump campaign colluded with Russia to change the course of the election.
Cohen claims that Trump's primary interest in dealing with Moscow had little to do with influencing who won in November 2016, because he assumed it would not be him.
He was instead fixated on building a hotel there - a long-yearned-for project that remained alive, even after Trump became the Republican nominee.
"Mr Trump knew of and directed the Trump Moscow negotiations throughout the campaign and lied about it. He lied about it because he never expected to win the election. He also lied about it because he stood to make hundreds of millions of dollars on the Moscow real estate project," Cohen testified.
If the whole exercise of running for president was a pretense, just another reality show, then the lying and manipulation required to pull it off might have seemed, as Cohen claimed, "trivial."
So Cohen made hush payments to women with whom Trump allegedly had affairs, lodged threats of legal action to keep Trump's presumably embarrassing academic record a secret, and fibbed about the possibly nonexistent bone spurs that kept his client from being drafted to fight in Vietnam.
Still, for this con to work to Trump's benefit in the long run, he would have to create a second-season plot line that would preserve his relevance after he lost the election. And that meant damaging the legitimacy of the person whom even Trump assumed would win it.
All of which brings us to what is possibly Cohen's most explosive new claim, which is that Trump knew in advance of WikiLeaks's July 2016 release of Democratic National Committee emails.
According to Cohen, the Republican nominee was informed of that impending email dump just days before the Democratic convention, in a telephone conversation with his longtime political adviser Roger Stone (who denies it).
In Cohen's recollection, Trump was delighted to hear the news, saying something along the lines of: "Wouldn't that be great?"
What Cohen now realises is that the biggest surprise of all would be the one that awaited in November.