[2] The county is said to be named in honor either of Richard Montgomery, an American Revolutionary War general killed in 1775 while attempting to capture Quebec City, Canada, or for Montgomery County, Tennessee, from which an early settler came.

Beginning in 1890, Mississippi and other southern states largely excluded blacks from the formal political system by disenfranchisement, creating barriers to voter registration through constitutional amendments and other laws.

On April 13, 1937, two African-American men, Roosevelt Townes and "Bootjack" McDaniels, were arraigned at the county courthouse in Winona, after being charged in the December 1936 murder of a white merchant in Duck Hill, after Townes purportedly confessed to police.

A group of 12 white men took the two blacks by school bus to a site in Duck Hill, where they were tortured to confess before being shot and burned to death.

By 1 pm, the wire services and other national media had learned of the event and were trying to gain more information.

Representative Hatton W. Sumners (D-Texas), chairman of the House Judiciary Committee, sent a telegram to Governor Hugh L. White decrying the lynching.

He said, "It is the sort of thing which makes it hard for those of us who are here trying to protect the governmental sovereignty of the state..."[6] At the time a federal anti-lynching bill was under consideration by Congress.

It passed the House, but it was defeated in the Senate by the Solid South, conservative white Democrats.

In addition to labor changes because of mechanization of agriculture, blacks left in two waves of the Great Migration out of the rural and small town South seeking jobs, education, relief from Jim Crow and violence, and better opportunities in other regions.

[11] As of the 2020 United States census, there were 9,822 people, 4,539 households, and 3,064 families residing in the county.

According to the census[19] of 2000, the largest ancestry groups in Montgomery County were African 44.95%, English 42.1%, and Scots-Irish 1%.