A first-half goal from Mirko Vucinic saw Montenegro record the first win in Group G of European Championship qualifying.
Vucinic scored on the half-hour mark, easing past the Wales defender James Collin then smashing a powerful shot past Wayne Hennesey.
The goal was well deserved, with Vucnic earlier heading wide when unmarked and Hennesy turning away a shot from Mladen Boskovic.
Vucinic, who plays for Roma in Serie A, should have scored with a free-kick that went just over shortly after the restart.
Wales greatest threat came via Gareth Bale, who had more joy after being switched to the right wing.
Simon Church, on as a substitute, thought he had equalised after 88 minutes but the goal was ruled out for offside.
Vucinic scored on the half-hour mark, easing past the Wales defender James Collin then smashing a powerful shot past Wayne Hennesey.
The goal was well deserved, with Vucnic earlier heading wide when unmarked and Hennesy turning away a shot from Mladen Boskovic.
Vucinic, who plays for Roma in Serie A, should have scored with a free-kick that went just over shortly after the restart.
Wales greatest threat came via Gareth Bale, who had more joy after being switched to the right wing.
Simon Church, on as a substitute, thought he had equalised after 88 minutes but the goal was ruled out for offside.
