It comes 16 years after NATO dropped bombs on Montenegro, which was still a part of the former Yugoslavia during the 1998 to 1999 Kosovo war.
Russia, which has opposed NATO expansion into the territory, is now threatening to cut ties with the Balkan state.
The former Yugoslavia historically had ties with the former Soviet Union, but was considered an independent socialist republic for much of the twentieth century.
The chairman of Russia's security and defense committee, Viktor Ozerov, told Russian news agency RIA Novosti that joint programs, including military cooperation, would likely be suspended and that Montenegro now poses a potential security threat.
The Russian parliament's vice-speaker, Nikolai Levichev, also warned that Russia might consider pulling investment from the country, RIA also reported.