Surprise drives learning. Various neural “prediction error” signals are believed to underpin surprise-based reinforcement learning. Here, we report a surprise signal that reflects reinforcement learning but is neither un/signed reward prediction error (RPE) nor un/signed state prediction error (SPE). To exclude these alternatives, we measured surprise responses in the absence of RPE and accounted for a host of potential SPE confounds. This new surprise signal was evident in ventral striatum, primary sensory cortex, frontal poles, and amygdala. We interpret these findings via a normative model of surprise.