Montgomery took charge of his first game as Hibernian manager on Saturday when his side managed a 2-2 draw away at Kilmarnock.
Hibernian skipper Hanlon was left on the bench for the game and he remained an unused substitute.
Thomson admitted that not using the club captain in his first game as Hibernian manager was a bold choice made by Montgomery and sends a message to the rest of the team.
He conceded that Hanlon will be hurting, especially when it is the first big decision made by the new manager, and he is a proud club captain and absolutely loves playing for Hibernian.
Thomson said on BBC Radio Scotland: “He has made quite a bold call by leaving Paul Hanlon out.
“He is also obviously the club captain so it’s a bold call.
“It will be a sore one for Paul because I know how proud he is and how much he leaves representing the club.
“And us professionals, when we do get left out it hurts us, especially when a new manager comes in.”
It remains to be seen whether Hanlon manages to win his place back in the team as Hibernian prepare for St. Johnstone at home next Saturday.