This thesis concerns the puzzling question of why Swedish policy makers were surprised by the Ukraine crisis, despite multiple warnings being present. It aims to understand what was so surprising and to explain the effect of the surprise, the foreign, security, and defense policy U-turn. In order to understand this puzzle the thesis uses a framework based on strategic surprise theory from the victims perspective and concludes that surprise theory alone cannot explain the effect of the Ukraine crisis and thus leaves the research puzzle unanswered. By adding to the theory the concept of cognitive vicinity an answer to the research question is brought to light. The surprise lies in the realization of worrying similarities, a distinct feeling of proximity, in the circumstances surrounding Ukraine and Sweden. It became evident that if it could happen to Ukraine, something similar could happen to us.