Wales Under-21 failed to hold on to their lead as Montenegro Under-21 hit back to claim a Uefa qualifying win.
Debutant striker Tom Bradshaw finished a fine counter-attack on 55 minutes to put Wales ahead, following two solid saves by goalkeeper Chris Maxwell.
But Montenegro were level 10 minutes later in Podgorica when Radivoje Golubović scored from a free-kick.
Goals from Stefan Mugosa and Stefan Nikolic secured the points to give Montenegro a second win in three games.
Wales had beaten Andorra 1-0 in their opening match in the campaign. Montenegro had also beaten Andorra but lost to Armenia.
Wales U21: Chris Maxwell (Wrexham), Kieron Freeman (Nottingham Forest), Ashley Richards (Swansea City, capt), Lee Lucas (Swansea City), Daniel Alfei (Swansea City), Troy Brown (Rotherham United), Jonathan Williams (Crystal Palace), Elliot Hewitt (Macclesfield Town), Tom Bradshaw (Shrewsbury Town), Ryan Doble (Southampton), Billy Bodin (Swindon Town).
Subs: Rhys Taylor (Chelsea), David Stephens (Hibernians), Ben Davies (Swansea City), Jonathan Meades (Cardiff City), Jake Taylor (Reading), Robert Ogleby (Heart of Midlothian), Elliott Chamberlain (Leicester City).