During the Cold War, Yugoslavia where Montenegro was located belonged to the Eastern European Group headed by the Soviet Union, so it was customary to regard this region as Eastern Europe. But this eastern Europe is obviously political.
After the disintegration of the Soviet Union, Yugoslavia disintegrated and split into 6+/kloc-0 countries, and Montenegro was one of the 6 countries. The political Eastern European bloc no longer exists, but at present it is more about the geographical division of European regions.
Montenegro is located in the south of former Yugoslavia, southwest of Balkan Peninsula and east of Adriatic Sea. It is located in the south, about the same latitude as Italy and Rome, and should belong to southern Europe.