Juventus were extremely dominant both domestically and internationally during this period, and had what was considered to be the best defense in the world at the time, and teams strongly regretted ever going down a goal to the club, as they knew how hard it would be to score one back for themselves. Montero played at both center back and left back during this period, forming impressive defensive partnerships with the likes of Ciro Ferrara, Mark Iuliano, Gianluca Pessotto, Lilian Thuram, Alessandro Birindelli, Igor Tudor, Gianluca Zambrotta, Nicola Legrottaglie, and Fabio Cannavaro during his ten-year tenure with the club. After the 2004–05 Serie A triumph, Montero and teammate Ferrara called it quits on their Juventus careers. The Uruguayan opted to return to South America, while Ferrara retired. Montero made over 200 appearances for "i bianconeri", scoring one league goal. In the 2003 UEFA Champions League Final, Montero was one of the three Juventus players to have their penalty saved by A.C. Milan keeper Dida in the shootout defeat. With his three Champions League final defeats, Montero is the player with the most Champions League final appearances not to win a Champions League medal, alongside former Juventus teammates Alessio Tacchinardi and Gianluigi Buffon.