Leigh Griffiths' brace and a Kevin Doyle strike gave Wanderers all three points, with goalkeeper Carl Ikeme saving Freddie Sears' late penalty.
Wolves head coach Jackett said: "It was probably as good a performance as we've put on this season. I was very pleased, both with the performance of the players and the overall result.
"The period that Colchester came into the game was in the last quarter when I thought that the referee, for whatever reason, was giving them every decision.
"He gave them a big decision for the penalty, which I've seen again and it wasn't a penalty. He gave them every throw and every free-kick and that meant that the flow of the game went for them.
"Carl Ikeme has been in excellent form for us this season and our goals against column is a major contribution to us getting 25 points from 10 games, which is an outstanding start.
"It's a tough division and we're going into the winter period in a good place, but we're a work in progress."