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Blackburn Rovers host the Hammers this weekend in what is the first league meeting between the two clubs for 15 years.
Despite their relative struggles this season, West Ham's squad remains packed full of quality.
As someone who has grown up watching them consistently in the Premier League, Montgomery sees it as an exciting fixture.
"It's the one that I've been looking forward to, to be honest with you," Montgomery said.
"Just because my whole life, really, they've been a Premier League team, so that's what I see them as, really. It's a really good challenge and definitely a winnable game as well.
“It’s a massive test and a chance to show ourselves against one of the best teams in the league.
“We’ve got to rise to the occasion because we have more than enough quality to get a result and beat them.
“We always seem to have risen to the occasion, particularly this season, so we want to do the same this weekend.
“They’re in the Championship for a reason and there’s nothing to say that we can’t beat them.
“When we defend well and are compact and work well together, we’re a hard team to break down, and we have to do that again because they have some quality."
"Every game is massive, so it makes the Championship so good," he continued.
"These ones in particular are pretty special, so if we can get some good results, I'll be a happy man.
"Obviously, we've come off two poor results, but we've shown a good response in the last game.
"We've been beaten 4-0 but then put in a good performance and we've just got to carry that on into the next game.
"Hopefully, we can turn the results around and a positive result just before the international break would be ideal."