Deportivo hosted Los Rojiblancos fresh from their impressive 3-2 victory over Athletic Club on Sunday, although few expected them to derail the Andalusian club's march to Europa League qualification in such a manner.
"I'm sure we'll play in Europe next season," Montella explained in his post-match press conference.
"I'm angry because this isn't the first time we've dropped unnecessary points. There are still many points left to play for, and I hope we can stay in a strong position."
Deportivo's upturn in form has seen the club move to within just four points of safety, and the Italian coach was quick to praise Tuesday's opposition.
"We haven't seen this Deportivo all season," he intimated. "Now they are more compact and Seedorf is doing a great job.
"I think they'll be ready to fight against relegation."