Montgomery was born on April 18, 1906, in the town of Kentwood, Louisiana, across Lake Pontchartrain from the city of New Orleans where he spent much of his childhood. Jelly Roll Morton was an important early influence on him.
Early on he played at African American lumber and turpentine camps in Louisiana and Mississippi, then with the bands of Clarence Desdunes and Buddy Petit. He first went to Chicago from 1928 to 1931, where he made his first recordings. From 1931 through 1938 he lead a band in Jackson, Mississippi.
In 1941 Montgomery moved back to Chicago, which would be his base for the rest of his life, with various tours to other United States cities and Europe. In the late 1950s he was "discovered" by wider white audiences. His fame grew in the 1960s, and he continued to make many recordings, including on his own record label.
Montgomery died on September 6 1985, Chicago, Illinois