The Collaborative International Dictionary of English v.0.48:

Puzzlement \Puz"zle*ment\, n.
   The state of being puzzled; perplexity. --Miss Mitford.
   [1913 Webster]

WordNet (r) 3.0 (2006):

puzzlement
    n 1: confusion resulting from failure to understand [syn:
         bewilderment, obfuscation, puzzlement,
         befuddlement, mystification, bafflement,
         bemusement]