The U’s skipper inadvertently headed Joe Garner’s cross into his own net in the 82nd minute to hand Preston victory.
Preston went close in the seventh minute when Joe Garner’s header clattered the crossbar from Chris Humphrey’s cross.
But the visitors took the lead just before the half-hour mark when defender Tom Clarke powerfully headed home Paul Gallagher’s set-piece to score.
Colchester were awarded a penalty soon after following Declan Rudd’s foul on Marcus Bean in the area, but the Preston goalkeeper recovered to save Jabo Ibehre’s weak penalty.
Ibehre made up for his miss nine minutes after half-time when he planted a superb shot into the far corner after his long run from the halfway line had initially resulted in his shot being blocked.
U’s goalkeeper Sam Walker made a superb save to foil Garner’s header from point-blank range as Preston pressed.
The visitors’ winner arrived with nine minutes to go when Humphrey latched on to Garner’s pass and his cross hit U’s skipper Wilson before sailing into the net for the winner.