Montgomery was born at her family's ancestral home in Greyabbey, County Down, the daughter of william Howard Clive Montgomery, OBE, of Rosemount House and of Greyabbey, and his second wife, Daphne Bridgeman. Her maternal grandfather was Geoffrey Bridgeman. She is a descendant of the 1st Viscount Montgomery. She was educated at Rockport School, County Down, and Downe House School, Berkshire. She then studied drama at The Gaiety School of Acting in Dublin, Ireland. She graduated in 1994.