While at Jesus College, Cambridge, Montgomery was a member of the Footlights, its 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!, The Mighty Boosh, and The IT Crowd. 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, the Torchwood story "Lost Souls" and Lucy Montgomery's Variety Pack. She produced a pilot for her own sketch show pilot for the BBC called The Full Montgomery which went on to run on Radio 4 for two series. In 2005, Montgomery began writing for and performing in the comedy sketch show Tittybangbang on BBC Three. The sketch comedy series also stars Debbie Chazen and has had three series, from 2005 to late 2007. She was in The Armstrong and Miller Show on BBC One, and Bellamy's People on BBC Two. She has also been on The Law of the Playground and The Wall on BBC Three. She provided the voice of Destiny in Mongrels. Montgomery had various roles in The Life of Rock with Brian Pern and Harry and Paul's Story of the Twos. She was also the voice of Jeanine and other female characters in the Animated Puppetoon children's television series A Town Called Panic. She voiced for the series Badly Dubbed Porn on Comedy Central. She has starred in many stage productions, including leads in record-breaking and critically acclaimed Jerusalem with Mark Rylance at the Royal Court in 2009, the 2011–12 revival of Stephen Sondheim's Company at the Sheffield Crucible and Canvas at the Chichester Festival in 2012. Montgomery appeared in the musical Viva Forever!, based on the music of the Spice Girls.
Upstairs, Downstairs
Where the Heart Is
Thriller
Duty Free
Midsomer Murders
The Chase
Doctor Who
Tales of the Unexpected
Take Me
Hustle
Countdown
Minder
Sherlock Holmes
Foyle's War
The Scales of Justice
All Night Long
Law & Order: UK
Haggard
The New Avengers
Dead Man Weds
No Hiding Place
New Tricks
Telford's Change
A Question Of Entertainment
Leaving
Quiller
It's Dark Outside
De Lachende Scheerkwast
Room at the Bottom
Gibberish
Studio Four
Plaza Patrol
Cilla's World Of Comedy
Cilla's Comedy Six
The Jazz Age
The Alphabet Game
No Strings
Thirty-Minute Theatre
Further Adventures Of Lucky Jim
West Country Tales
The Lifeboat
Johnny and the Bomb
Moving On
Cilla
Take Me Home
Hetty Wainthropp Investigates
Dalziel & Pascoe
Peak Practice
Casualty
Casualty
Randall and Hopkirk (Deceased)
Being Eileen
Pie in the Sky
Close Relations
A Touch of Frost
In the Red
The Avengers
Heartbeat
NCS: Manhunt
Cluedo
The Wednesday Play
Late Expectations
This Is Your Life
The Professionals
The Wednesday Play
Strange Report
The Round Tower
Judge John Deed
The Edwardians
The Wednesday Play
Playhouse
BBC Play of the Month
The Troubleshooters
Armchair Theatre
The Odd Man
Dowsett
Bradley
Robert Quayle
Dr. Haynes
Gary
McAlister
Arthur Hedley
Alan Simpson
Roy
Bernie
Michael Ponsford
Leonard
L'heureux
Narrator
Henry VIII
Rob Ferguson
Jake Braid
Self
Harry
Maurice
(voice)
Dr Quilliam
Nigel Barton
Nigel Barton
Jim Maxwell
Henry
Christopher Hudson
Cedric
Mr Latimer (uncredited)
Purser Mueller
Eddie Longshaw
Thomas Reynolds
Striker
Harry
Commander Jack Bentham
Charley Masters
Patrick Dench
Peter Rudolf
Joe