While at Cambridge University she was a member of Footlights, an amateur theatrical club. Subsequently, she studied at the Central School of Speech and Drama. Montgomery built her career as one third of Comedy Theatre Company Population 3, along with James Bachman and Barunka O'Shaughnessy, and she appeared as a roving reporter for the comic television programme The Friday Night Project. Other television work has included Bo Selecta and The Mighty Boosh.
Montgomery has been heard in several Radio 4 programmes, including the radio phone-in spoof Down the Line, Robin and Wendy's Wet Weekends, The Way We Live Right Now, The Museum of Everything, The Department, Another Case of Milton Jones, The Party Line, Harry Hill's Ghost of a Christmas Present, The Pits and the Torchwood story Lost Souls.
In 2005, Montgomery began writing for and performing in the hit comedy sketch show Tittybangbang on BBC Three. The sketch comedy series also stars Debbie Chazen and has aired a pilot and three series, from 2005 to late 2007. She was recently seen in Armstrong and Miller's new sketch show for the BBC. She has also been on The Law of the Playground and is currently appearing in The Wall on BBC Three.