Aedes albopictus has become established in many parts of Europe since its introduction at the end of the 20th century. It can vector a range of arboviruses, of which Chikungunya and Dengue are most significant for Europe. An analysis of the expected climate change and the related shift in Köppen zones for Montenegro and impact on the establishment of Ae. albopictus was conducted. Outputs of a mechanistic Aedes albopictus model were validated by 2245 presence/absence records collected from 237 different sites between 2001 and 2014. Finally, model-based sampling was designed and performed at 48 sites in 2015, in a previously unexplored northern part of Montenegro, and results were validated. The Eta Belgrade University (EBU)-Princeton Ocean Model (POM) regional climate model was used with the A2 emissions scenario for the 2001–2030 and 2071–2100 integration periods. The results point to a significant increase in suitability for the mosquito and a vertical shift to higher altitudes by the end of the century. The model showed excellent results with the area under the receiver operating characteristic curve (AUC) of 0.94. This study provides a tool for prioritizing surveillance efforts (model-based surveillance), especially when resources are limited. This is the first published analysis of Climate Change that incorporates observations from the national synoptic grid and the subsequent impact on Ae. albopictus in Montenegro.