This paper is concerned with the limits of narrative understanding, and how they are thrown into relief by the challenge of emergent behaviour in complex systems. Such behaviour is a feature of much more of life than we tend to appreciate, but to recognize emergence is intrinsically to encounter the limits of narrative explanation. If we are not to be led astray by our cognitive dependence upon narrative, we need talk about emergent behaviour in a way that reaches beyond the limits of narrative sense; in discussions of emergence, sometimes even in definitions of emergence, this has tended to involve a vocabulary of surprise and wonder. I will examine the sources and implications of this vocabulary, and draw out its relation to the specific affordances of narrative sense-making in general, and the functions of narrative perspective and inference in particular. The discussion takes off from attempts to define emergence in complexity science, but goes on to elaborate the argument by appeal to analogous cultural contexts including Christian iconography and belief, Hitchcock on the suspense thriller, and Don DeLillo’s White Noise; it engages with narratological discussions of omniscience and inference, as well as a larger philosophical perspective upon the nature of knowledge.