。
Caught off guard, I couldn't think of anything to say.
Literal
Surprise [object-を] was-attacked [then-て] I [topic-は] anything say thing [object-を] couldn't-think-of.
不意を討つ is the set phrase 'to catch off guard,' here in passive form 討たれて with the speaker as the affected party. The layered construction 何も言う事を思い付かなかった nests a relative clause (言う modifying 事) within the negative scope of 何も...なかった. 思い付く means 'to come up with.'