Montgomery was an assistant coach for Notre Dame for the 2005–06 season. In 2006, Montgomery began a four-year stint as assistant coach at Rensselaer Polytechnic Institute. On April 12, 2010, he was named head coach of the United States Hockey League (USHL) expansion franchise Dubuque Fighting Saints. In the team's first year, Montgomery guided the Fighting Saints to a 37–14–9 record and the 2010–11 USHL championship with a three games to one victory over the Green Bay Gamblers. He went on to win the Clark Cup again during the 2012–13 season. In 2013, Montgomery was signed by University of Denver as head coach of their Pioneers men's ice hockey team and led them to a berth in the NCAA Tournament. He led the Pioneers to the 2016 Frozen Four. In 2017, his fourth year as the head coach of the Pioneers, he led them to the National Championship game after establishing them as the first-seeded team in the country for the majority of the season. In 2016–17 season he was named the Spencer Penrose national coach of the year.