The Roman Empire conquered the region after the Third Illyrian War (168 BC), the Romans defeated Gentius, the last king of Illyria, at Scodra in 168 BC and captured him, bringing him to Rome in 165 BC. Four client-republics were set up, which were in fact ruled by Rome. Later, Illyricum was directly governed by Rome and organized as a province, with Scodra as its capital.
Illyricum was split into two divisions in 10 AD, Pannonia and Dalmatia. The province of Dalmatia spread inland to cover all of the Dinaric Alps and most of the eastern Adriatic coast, including all actual Montenegro. The historian Theodore Mommsen wrote (in his The Provinces of the Roman Empire) that all Dalmatia was fully romanized and Latin speaking by the 4th century.
After the Western Roman Empire collapsed in 476, with the beginning of the Migration Period, the region was ruled by the Goths up to 535, when Justinian I added all Dalmatia to the Byzantine Empire (Eastern Roman Empire).
In 577, some 100,000 Slavs poured into Thrace and Illyricum, pillaging cities and settling down. The coastal area of southern Dalmatia survived the onslaught: the cities of Cattaro (Kotor), Budua (Budva) and Ragusavecchia (Cavtat) started to be independent city-states where the authoctonous romanized Illiryans remained under the bizantine leadership.
It was established during the reign of Emperor Diocletian (r. 284-305) from the southeastern corner of the former province of Dalmatia and became part of the Diocese of Moesia (290-357), one of 12 dioceses created by Diocletian.
The Diocese of Moesia was later divided in two, the Diocese of Dacia in the north and the Diocese of Macedonia to the south. Praevalitana initially was part of the Diocese of Macedonia but later moved into the Diocese of Dacia (which comprised Dacia Mediterranea, Dacia Ripensis, Dardania and Moesia Inferior), a subdivision of the Praetorian prefecture of Illyricum (395). A province of brief existence, Macedonia salutaris, was divided between Praevalitana and Epirus Nova (412).
The first written records of any kind of settlement in soutern Dalmatia refer to the Roman province of Praevalitana and the Roman city of Birsiminium, which lived in the shadow of the Illyrian town of Doclea (Duklja), named after one of the two major Illyrian tribes inhabiting these parts, the "Docleatae". The other major Illyrian tribe, the Labeates, inhabited the entire area between Lake Skadar and actual Podgorica. They had their main fortification, called Metheon (known today as Medun), and very developed social and military systems in place. Docleatae inhabited the fertile valley of the River Zeta, which is located along the vital communication between the coastal and continental regions of Montenegro, and therefore their swift economic rise was only logical. Their most important settlement, Doclea, was very large by the standards of that time, with 8-10 thousand inhabitants.
From the 5th century, the settling of Slavic and Avaric tribes began in this area, always coupled with destructive raids on the native tribes and settlements. Doclea was not exempt from these violent raids, which would, eventually, along with natural disasters, lead to the complete obliteration of this once prosperous town. After the Slavic tribes settled in this area they established another settlement, which took over the role previously held by Doclea: it was named Ribnica.
Acruvium (actual Kotor) on the coast survived the Slav attacks and prospered as a merchant city-state of the original romanized Illyrians until the 10th century.
See also 
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- A Companion to Ancient Macedonia, page 547-549
- Joseph Roisman, Ian Worthington, A Companion to Ancient Macedonia,
- Piero Sticotti: Die römische Stadt Doclea in Montenegro (Kaiserliche Akademie der Wissenschaften, Schriften der Balkankommission, Antiquarische Abteilung, 6), Wien, 1913.
- Radomir Popović, Le christianisme sur le sol de l'Illyricum oriental jusqu'à l'arrivée des Slaves, Institute for Balkan Studies, 1996
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