The Swansea winger played a starring role in the 3-0 victory over Everton, setting up the first goal at the Liberty Stadium, to give the club their first success over Everton at the 21st attempt.
Although Montero has yet to start a league match for Swansea since joining from Mexican club Monarcas Moralia in the summer for around £4m, he has plenty of pedigree when it comes to cup success at his former club.
The 24-year-old played his part in helping Moralia to their first-ever Copa MX win on penalties last November.
Montero said: "I won the cup in Mexico.
"I know this club won the trophy two years ago and I hope to repeat this Capital One Cup win, but also to improve in the Premier League this season.
"I'm very happy because we won and we have progressed to the next round. But I also hope to improve in every single match and bring more to the team."
Montero played in all of Ecuador's three matches at the World Cup in Brazil, but has found it difficult to dislodge in-form wingers Nathan Dyer and Wayne Routledge since joining Swansea.
But he has shown what he can do in Swansea's Capital One Cup victories against Rotherham and Everton and has quickly become a fans' favourite.
"I am really happy to hear the crowd sing my name," Montero said. "It's always good for people to recognise what you are doing, that you are working hard for that.
"I am always ready to give everything no matter how big a role I have in the team."