On either 30 June or 1 July 1559, during a jousting match to celebrate the Peace of Cateau Cambrésis between Henry II and his longtime Habsburg enemies, a splinter of wood from Montgomery's shattered lance pierced Henry's eye and entered his brain, mortally injuring him. From his deathbed Henry absolved Montgomery of any blame, but, finding himself disgraced, Montgomery retreated to his estates in Normandy. There he studied theology and converted to Protestantism, making him an enemy of the state. A freely adapted version of Montgomery's life is told in Alexandre Dumas' novel The Two Dianas.