Bookies had placed the odds of the 26-year-old winning at just 20/1, while Justin and Florence had been the hot favourites at 5/4 each.
Speaking to MTV news, Esperanza said: “I really didn’t think it was going to be me.
“I was one of those [surprised] people… It was so unexpected, that’s the truth. I’m grateful to all my people in my big musical family that have given me so much help and support over the years.”
Esperanza, who is the first jazz artist to ever win the award, has released three albums: Junjo in 2006, Esperanza in 2008 and 2010’s Chamber Music Society.
She plays the bass, guitar, oboe, clarinet and violin and trained at the prestigious Berklee College of Music.
Confused Twitter users worked themselves in to a frenzy after her win was announced, with many declaring they had never heard of her.
Angry Justin Bieber fans also hacked in to her Wikipedia page, writing that she won the award “even though no one has heard of her.”
Rihanna and Drake later dedicated their performance of What’s My Name? to her during the ceremony.