Formal:
* Cela ne me surprend pas. (This is the most literal and neutral translation.)
* Je ne suis pas surpris(e). (This emphasizes your lack of surprise.)
* Je m'y attendais. (This means "I expected it," implying that you saw it coming.)
Informal:
* Ça ne me surprend pas du tout. (This adds emphasis by saying "it doesn't surprise me at all.")
* Je n'en suis pas étonné(e). (This is another way to say "I'm not surprised," more colloquial than the formal version.)
* Pas du tout. (This is a short, informal way to say "not at all," implying that you're not surprised in the least.)
Other options:
* Je me doutais bien que... (This means "I suspected that...", implying you had an inkling it would happen.)
* Je ne suis pas étonné(e) de... (This translates to "I'm not surprised by...", emphasizing the specific thing that surprised you.)
The best way to choose the right phrase depends on the specific situation and how you want to express your lack of surprise.