Sure! He is both shocked and asks repeatedly if his entire family has been killed or if, by some miracle, one or more may have escaped (All my pretty ones? The hen and all her chicks?), and not surprised at all since this is the very reason he is in England at the time. MacDuff has realized that Macbeth is bad news. He has been telling Malcolm of the suffering of the country...how she mourns and bleeds and screams...because of the horrid leadership she now has. His purpose for being in England is to convince Malcolm to raise an army and come back to claim his rightful throne.
Perhaps the shock part is that MacDuff does not consider until the very last minute when Ross comes in with the news of his family that MacDuff was leaving his family completely defenseless against a tyrant who will stop at nothing to get what he wants. As a result of his leaving Scotland, his family has been sacrificed. He is mourning and grieving them already, which is why he is told that there will be time for his grief after they return to Scotland and take Macbeth down.
The heart-breaking news of the wholesale elimination of his family was communicated to Macduff by Ross when Macduff had been to England, trying to convince Malcolm to wage a military campaign against Macbeth. Macduff was terribly shocked to hear that his wife, children and all else in the family were killed by Macbeth's men in a single murderous attack. The degree of brutality was unthinkable. Macduff called Macbeth a 'hell-kite', a heinous killer devoid of the heart of a father. He was extremely moved and lamented over the losses. But he at once resolved to undertake the mission of putting the soulless tyrant to death. As Malcolm consoled Macduff and advised him to translate his hateful anger for Macbeth into an act of revenge, Macduff prayed to God to bring the killer-king within his sword's length, and he was very sure that death would be inescapable for Macbeth. Macduff's reaction to the news of his family disaster combines bereavement and noble courage:a man of emotions as well as a man of determination.