Although most of Montgomery’s fictional characters (including Anne, Ilse Burnely, and Marigold Lesley) are conservatives, L. M. Montgomery indicates that she was a Liberal in a letter to Ephraim Weber:

September/October 1922

You ask how I was please with the election - last year.  Your guess regarding the politics of hubby and myself is only half right. I am a Liberal — of sorts — and Mr. Mac [Ewan] is a Conservative because he was born one. — “After Green Gables: L.M. Montgomery’s Letters to Ephraim Weber, 1916-1941″, pg. 97

A footnote from After Green Gables also reads:

‘A life-long Liberal, Maud supported Sir Wilfrid Laurier, a French Canadian who was also the Liberal party leader. She felt, however, his lack of support for conscription in the First World War exemplified French Canadian political control of English Canadians…. Montgomery, eligible for the first time to vote, [her half-brother Carl Montgomery was a soldier] cast her ballot in favour of the Union government (headed by Robert Borden) and against Laurier’s Liberals on election day,- Monday, Dec. 17 1917.  The Union government, which favoured conscription, won, and Montgomery slept peacefully, untroubled by visions of a ‘Quebec-bossed Canada’ (SJ2: 235) — “After Green Gables: L.M. Montgomery’s Letters to Ephraim Weber, 1916-1941″, pg. 68

Montgomery came from a politically active family.  Her grandfather, Senator Donald Montgomery, worked under John A. Macdonald’s (the first prime minister of Canada, Conservative) government.  Her father Hugh John Montgomery - a politician in Prince Albert, Saskatchewan - switched from Conservative to Liberal in 1890/1891,  the year Montgomery lived with him in Prince Albert.  He served on town council in 1890 (not sure on which side?) but lost as the Liberal candidate in the federal election in 1891. (The L. M. Montgomery Album, pg. 62)  Montgomery was well-acquainted with Canada’s politics (which she discussed in her letters to Ephraim Weber).  As a teen, she had dined with Sir John A. Macdonald, and she numbered Nellie McClung (suffragist) among her professional acquaintances while she lived in Ontario.

Source

After Green Gables : L.M. Montgomery’s letters to Ephraim Weber, 1916-1941 / edited by Hildi Froese Tiessen and Paul Gerard Tiessen (2000)

The Lucy Maud Montgomery Album, edited by Kevin McCabe, Alexandra Heilbron (1999)