On the back of an encouraging display in a goalless draw with Euro 2024 quarter-finalists Turkey last week, there was optimism ahead of their second UEFA Nations League fixture.
The contest was already been two well-matched teams before the torrential conditions in Niksic added to the unpredictability of the encounter.
That was proven as Kieffer Moore and Harry Wilson put the Dragons 2-0 up within three minutes, enabling the visitors to gain a stranglehold of a contest that saw both sets of players struggle to stay on their feet.
Driton Camaj halving the deficit 17 minutes from time was deserved for Montenegro, yet anything other than maximum points for Wales would have been harsh on Bellamy and his players.
What did Bellamy have to say?
While the headlines will focus on Bellamy winning his first game as Wales manager, the former forward preferred to heap praise on the group of players that he has inherited from predecessor Rob Page.
Speaking to the media after the game, as quoted by BBC Sport, Bellamy said: "I'm extremely proud. I love this group, I really do.
"These are the toughest conditions I've been in. Nothing about coming here has been easy. You could have had a lot of excuses about this trip. The change of venue, the travel here, a bus driver who took his time, the conditions, but sometimes you learn from it.
"There is a reason why this group have qualified for major tournaments. It wasn't a football match. The conditions weren't going to allow it. I couldn't even wear trainers here. My summer bomber jacket is gone.
"We saw after five minutes the pitch tore up and then it becomes about who can win the battle. It was close at times. If it was a boxing match, there were two teams out on their feet and we came out on top. Sometimes you take more pride from these wins."
What now for Wales?
The initial priority for Bellamy was ending a streak without a goal that had been extended to four matches with the goalless draw versus Turkey.
Instead, the narrative can now turn to Wales having lost just one of their last 11 fixtures in normal time and no competitive defeats coming since June 2023.
A trip to Iceland is next up on October 11, Wales aware that they can set up what would quickly become a two-horse race for promotion to Tier A with a second successive victory.
Three days later, Bellamy's team play host to Montenegro in the return fixture, the focus being on staying in contention with Turkey ahead of their trip there on November 16.