Colotto header seals Depor success
The Argentine defender pounced when an Andres Guardado corner found its way through to him in the 61st minute and Depor held on to the lead despite late pressure from the home side.
Champions Barcelona are seeking a sixth win in six when they host Hugo Sanchez's Almeria later on Saturday, while Real Madrid will be without the injured Cristiano Ronaldo when they play at third-placed Sevilla on Sunday.
The Portugal forward sprained his right ankle when Olympique Marseille defender Souleymane Diawara felled him and conceded a penalty in Wednesday's 3-0 Champions League win at the Bernabeu.
Real also have five wins from five and top the La Liga standings on 15 points, ahead of Barca on goal difference, with Sevilla on 12.
Deportivo have 12 points, two ahead of Real Mallorca, who play at Sporting Gijon on Sunday.
Atletico Madrid, without a win this term and with pressure mounting on coach Abel Resino, play visiting Real Zaragoza in Saturday's late match.