Manager Nigel Worthington was looking for a good performance ahead of the opening Euro 2012 qualifier in Slovenia next month.
Instead his side struggled in high humidity and goalkeeper Mladen Bozovic was rarely troubled.
It means Northern Ireland have failed to win in 10 games and failed to score in seven of them.
Worthington knows they will have to raise their game next month in Maribor to even secure a point against a team who qualified for the 2010 World Cup finals.
In contrast Montenegro will face Wales then England with growing confidence after this win in front of a small but partisan home crowd.
Northern Ireland goalkeeper Maik Taylor was called into action after only four minutes and dealt comfortably with a shot from Vladimir Bozovic following a cross from skipper Mirko Vucinic.
Bozovic split the defence again five minutes later with a good delivery but Dalovic got a poor first touch and the move broke down.
Northern Ireland responded in the 13th minute when Chris Brunt showed good skill on the edge of the area only to see his effort blocked.
Montenegro had started brightly in high humidity and Andrew Little did well to head a dangerous ball clear at the back post.
The home fans were becoming a little bit frustrated and Vucinic was roundly jeered after a shot from distance that cleared the bar by a mile.
Northern Ireland again found themselves on the back foot in the 41st minute but skipper Stephen Craigan anticipated the situation well and cleared Elsad Zverotic's cross.
Two minutes later Montenegro opened the scoring. Northern Ireland failed to clear Vucinic's shot and Dalovic was first to react, sweeping his effort beyond Taylor.
Worthington rang the changes at half-time with Corry Evans, Warren Feeney and Grant McCann replacing Chris Baird, Paterson and Brunt.
It meant Corry joined his brother Jonny on the field - the first time the brothers, both at Old Trafford, were playing together for their country.
Montenegro were knocking the ball about after taking the lead and Milorad Pekovic tried his luck on goal after 53 minutes.
However the midfielder's free-kick from 25 yards failed to test Taylor and went over the bar.
Northern Ireland almost drew level three minutes later with Kyle Lafferty shaking off his marker to crack in a shot.
But Bozovic got down quickly to turn the striker's effort around the post and keep his side on level terms.
Schoolboy Johnny Gorman was then introduced for Lafferty, only for Northern Ireland to go 2-0 down in the 60th minute.
Dalovic was left un-marked at the back post and scored with ease following a cross from Zverotic.
Record scorer David Healy was then introduced in the 68th minute at the expense of full-back Ryan McGivern, who is on loan to Walsall from Manchester City.
However Montenegro almost added a third goal in the 81st minute when the impressive Vunic saw his effort blocked.
Northern Ireland substitute Oliver Norwood then tried to chip Bozovic a minute later but his effort went over the bar before McCann's free-kick was beaten away by the goalkeeper.