Paul tells us he did. In 2 Tim. 1:9 he says God has "saved us and called us with a holy calling, not according to our works, but according to his own purpose and grace which was given to us in Christ Jesus before time began." (NKJV) You did catch that did you not—"before time began." John refers to Jesus as "the Lamb slain from the foundation of the world." (Rev. 13:8 NKJV)
In Eph. 1:4 Paul says we Christians were chosen "in him before the foundation of the world." (NKJV) The prior verse makes it clear Paul is speaking of "in Christ." Peter says Christ was "foreordained before the foundation of the world." (1 Peter 1:20 NKJV)
In Ephesians 3:10 Paul speaks of the "eternal purpose" that was accomplished in Christ Jesus. If God is all knowing then why should we be surprised that he has foreknowledge? Is it hard to understand? Certainly, but remember we are, after all, talking about God.