puzzlement vs confusion

puzzlement and confusion both are nouns.

Word	Noun	Adjective	Verb	Adverb
puzzlement	Yes	No	No	No
confusion	Yes	No	No	No

As nouns, confusion is a hypernym of puzzlement; that is, confusion is a word with a broader meaning than puzzlement:

puzzlement: confusion resulting from failure to understand
confusion: a mental state characterized by a lack of clear and orderly thought and behavior

Other hypernyms of puzzlement include confusedness, disarray, mental confusion, muddiness.

puzzlement (noun)	confusion (noun)
confusion resulting from failure to understand	a mistake that results from taking one thing to be another
	an act causing a disorderly combination of elements with identities lost and distinctions blended
	a mental state characterized by a lack of clear and orderly thought and behavior
	a feeling of embarrassment that leaves you confused
	disorder resulting from a failure to behave predictably