Alex Wood stifled the Biscuits for seven innings and combined with Mark Lamm on a three-hitter in the Mississippi Braves' 5-0 victory on Thursday.
Wood, who gave up two hits, has not allowed an earned run in 29 2/3 innings and leads the Southern League with an 0.47 ERA this season.
Christian Marrero scored twice and Kyle Russell hit a two-run home run in the sixth inning for Mississippi. Montgomery's three hits, singles by Kyeong Kang and Robi Estrada and a triple by Kang, tied a season low.
The Biscuits failed to score for the first time this season.
They're the last team in the Southern League to fail to score in a game.