Striker Neil Mellor marked his recall to the team with both goals as Wednesday picked up their first three points at Hillsborough this year.
Mellor broke the deadlock after 25 minutes after Kem Izzet inadvertently played the ball through to the on-loan forward from Preston following an attempted block, and he punished him with a delicate lob over Colchester goalkeeper Ben Williams.
Colchester had opportunities and Richard O'Donnell had to react smartly to keep out shots from Ashley Vincent and David Mooney.
However, Wednesday got the all-important second goal soon after the restart thanks to a stunning header by Mellor. Full-back Jon Otsemobor was the architect with a delightful cross from the right, but the striker still had plenty of work to do to twist and divert the ball into the back of Williams' net in front of the Kop end.
Colchester did pull a goal back with time running out as O'Donnell could only parry Andy Bond's shot after a good run. Steven Gillespie was on hand to tuck home the rebound.