Donald Trump is immune to the one thing Democrats hope will take him down next month ... according to Bill Maher, who's explaining why there's no "October Surprise" coming to help Kamala Harris.

Bill's new episode of 'Real Time' featured a brief history of so-called bombshell news coming shortly before Election Day, and upending one candidate's run at the White House -- but he quickly pointed out that's no concern for Trump.

The reason ... how can anything be seen as shocking about Trump, when the country's grown used to shocking statements and behavior from him? Things like the "grab 'em in the p***y" audio and Jan. 6 are the norm, so ya can't be surprised ... that's Bill's theory, anyway, and it makes a lot of sense.

However, he doesn't think that means Vice President Harris can't win -- although, he's got some advice for her to get it done.

Matter of fact, Bill admits he desperately wants her in the White House for many reasons. Yes, there's the whole "save democracy" thing Dems have touted -- but, more than that, Maher says Harris winning is extremely personal.

For his sake, not hers ... just watch.