The outcome might well have been different had the visitors been awarded a penalty for a foul on Welbeck by former Manchester City defender Stefan Savic which referee Jonas Eriksson amazingly saw as a dive by the forward.
"I have not seen a replay but I don't think Danny would have wanted to go down in that situation," said Hodgson.
"We had several opportunities in the first half when we got behind their defence but it didn't quite come off for us."
Montenegro coach Branko Brnovic admitted it should have been a penalty, although he argued Rooney had fouled one of his own players in the build-up to his 35th England goal.
"It is possible that there was a penalty but did you see Rooney before he scored the goal?" said Brnovic.
"I like an attacking strategy, but against England it was not totally the way to go and they showed in the first half how strong they are.
"If we had been complete in our line-up we would have been even more successful."