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Emmy Award winner Peter Dinklage did not expect to win the Emmy Award. 

When his name was announced, he was super shocked (and a Kate McKinnon behind him was super happy).

"Wait, me Peter Dinklage?"
"Wait, me Peter Dinklage?"
Imgur

When he arrived at the podium, the first thing he says is,

"I wasn't prepared at all. I was even chewing gum."

WAS. PAST TENSE.
WAS. PAST TENSE.
YouTube

A close analysis of the events leading up to this moment confirms the whereabouts of the gum. 

Sources: YouTube