He came to the U.S. Open this week with four second-place finishes in majors. Make it five.
This time, though, he pretty much beat himself with one awful swing.
Montgomerie started Sunday's final round at Winged Foot tied for fourth, three shots off the lead. Four hours later, he stood in the 18th fairway tied for the lead with Phil Mickelson at 4 over par, 172 yards from what surely could be no worse than a playoff.
'Other chances I've had, other players have done very well,' Montgomerie said. 'This is the first time I've really messed up, which is OK. You're entitled to a couple of mess-ups along the way.'
The droll Scot finished at 6-over 286, one shot behind champion Geoff Ogilvy and tied with Mickelson, who also double-bogeyed the final hole, and Jim Furyk, who bogeyed it.
Montgomerie lost the 1994 U.S. Open to Ernie Els in a three-way playoff and the 1995 PGA Championship in a playoff with Steve Elkington. He also was runner-up to Els in the 1997 U.S. Open and to Tiger Woods in last year's British Open, at St. Andrews in Scotland.
At age 42, time would seem to be running out to shake the mantle of best golfer never to win a major. Yet Montgomerie didn't sound that way.
'At my age I've got to think positively. Being 43 next week, it's nice to think I can come back nine years after contending and do well again,' he said. 'I look forward to coming back next year and try another U.S. Open disaster.'
The quip drew the laughs he expected from reporters. However, the disappointment was obvious.
After making a 75-foot birdie putt on the par-4 17th to move into the tie for the lead, Montgomerie hit a big drive on the 450-yard closing hole. He decided to change the iron he would use for his second shot.
'I switched from a 6 to a 7. I thought the adrenaline would kick in and I hit it about 10 yards further,' he said. 'I caught it slightly heavy and it went slightly right. It was a poor shot and I put myself in a poor position, there was no question about that.'
From the deep rough, Montgomerie chipped to 15 feet from the cup and three-putted for a 1-over 71.
'I did the hard thing, hit the fairway. That's my strength normally,' he said. 'We put ourselves into poor position after two shots, and then it was difficult from then on because that green is very fast.'
There was still no major for Monty.
There was no third in a row for Mickelson and there was no second for Furyk, who won the U.S. Open in 2003.
Furyk bogeyed the 18th for a 70, missing a 5-foot par putt that it turned out would have meant a playoff.
'I'm disappointed. I played my heart out and it didn't work,' he said. 'It was a lot of fun to be in the thick of it, but overall I'm also disappointed because I let an opportunity to win the U.S. Open slip by.'
Padraig Harrington was alone at 287 after a closing 71 in which he bogeyed the last three holes. He had a triple-bogey 7 on 18 in the third round.
'I'm very disappointed obviously. Three pars to win the Open. It probably doesn't get any easier than that. It sounds very easy, anyway,' he said. 'I certainly ruined this one.'