The Saltires recorded the biggest victory in their history by edging out the No.1 one-day team in the world by six runs in Edinburgh.
After Jonny Bairstow's 105 off 59 balls, and Alex Hales' 52, England looked like it was creeping toward victory thanks to a 71-run eighth-wicket partnership between Moeen Ali (46) and Liam Plunkett (47 not out).
Morgan's side went into the one-off one-day global as the number one-ranked ODI side in the world, but suffered a shock defeat for the first time in their history to Scotland.
"I'm absolutely happy with that, it doesn't bother me", Morgan said.
Scotland's 371 was its highest score in ODI cricket.
The Scots, sent into bat by England captain Eoin Morgan, lost two wickets in quick succession to be 107 for two off 15 overs. England beat Australia 4-1 away from home a matter of months ago, and recently rose to No. 1 in the rankings (not that it helped them a jot against Scotland).
"We've been playing some good cricket for the past few years, so it's always a great time when the side comes back together and there's the excitement of white-ball cricket. I think it's going to be a good series".
The ICC has reduced the number of teams at the 2019 World Cup to 10 from 14, making it far more hard for associate nations to qualify.
"We were miles off where we expect to be and didn't do enough to win", he said. We backed ourselves to compete and win against the number one team in the world and we're disappointed we didn't manage that.
Scotland's Safyaan Sharif sparked a pitch invasion when he trapped Mark Wood lbw with an in-swinging yorker in the 49th over just when England looked like they might avoid an infamous defeat that ranks alongside their loss to Ireland at the 2011 World Cup.
All signs suggest England will continue to play high-wire one-day cricket - they did, after all, almost complete the joint-second highest ODI chase on Sunday - but they have had a painful reminder that the trapeze act comes with inherent risk.