Montgomery County was established by dividing Monroe County on December 6, 1816, by the Mississippi Territorial Legislature. It is named for Lemuel P. Montgomery, a young U.S. Army officer killed at the Battle of Horseshoe Bend, the final battle of the Creek Indian war, which was waged concurrently with the War of 1812.

The city of Montgomery, which is the county seat, is named for Richard Montgomery, an American Revolutionary War general killed in 1775 while attempting to capture Quebec City, Canada.