Striker Aaron Wilbraham broke the deadlock after just 90 seconds and the Dons then comfortably held onto that lead before substitute Sam Baldock added a late brace to seal an emphatic victory.
This was the U's first defeat at their new Weston Homes Community Stadium, but they have still not won at this new ground. This latest disappointment has seen them slip to second from bottom.
The Dons began brightly and they took the lead out of the blue when Wilbraham fired home with a glorious 25-yard strike that gave keeper Dean Gerken no chance.
There were still 88 minutes left for the U's to claw their way back into the game, but visiting keeper Willy Gueret hardly had a save to make all afternoon.
Colchester's best spell came just before half-time. Tricky winger Mark Yeates rattled the post with a curling free-kick and, in first-half stoppage time, Akanni-Sunday Wasiu squandered a great chance when failing to control Johnnie Jackson's cross right in front of goal.
But the U's never really threatened to get back into the game in the second half as their fans became more and more frustrated.
The writing was on the wall long before substitute Baldock capitalised on a mistake by central defender Paul Reid to run through and slot past the advancing Gerken.
The Dons' second goal arrived in the 88th minute, and Baldock then added his second and his side's third in the final minute of stoppage time when he swept home a low cross from Wilbraham with the home defence hopelessly exposed.
The Dons have the momentum after winning promotion from League Two last season, but for the U's they are going in the wrong direction after suffering relegation from the Championship.
Just one win in six league matches is increasing the pressure on manager Geraint Williams. By contrast his opposite number Roberto Di Matteo is relishing his new role as Dons' boss.
And in truth the visitors could have scored more goals. Wilbraham had a 56th-minute strike ruled out for offside, and Mark Wright was close to sweeping home a cross from Wilbraham on 70 minutes.