Christian Benteke squandered a number of goalscoring opportunities for the hosts before Colombia striker Radamel Falcao broke the deadlock six minutes into the second half.
Victor Ibarbo then added a second with a powerful left-footed volley in the 66th minute, but the Belgians had no response.
The defeat is Belgium’s first for exactly a year - their last reverse coming in a 2-1 loss to Romania on November 14 2012 - while Colombia have now won five of their last seven.
Romelu Lukaku and Kevin Mirallas dropped to the bench in favour of Benteke and Eden Hazard for Belgium as Marc Wilmots made seven changes to the side that started the 1-1 draw with Wales in their last competitive outing.
Colombia, meanwhile, made five alterations to the line-up that started a 2-1 victory over Paraguay last time out, with star striker Falcao among the players to come in.
Benteke had the first effort at goal for the hosts in the sixth minute, but directed his header narrowly wide of 42-year-old keeper Faryd Mondragon’s right post from close range.
Mondragon's opposite number Simon Mignolet then needed to be alert 10 minutes later as he touched the ball behind for a corner after Falcao failed to make a meaningful connection with a dangerous cross from the right.
Belgium had a claim for a penalty midway through the opening period as Benteke was bundled over in the area, but referee Mark Clattenburg waved play on as both goalkeepers remained relatively unthreatened.
The Aston Villa striker was in the thick of the action once again five minutes prior to the break, heading well over from a Marouane Fellaini cross.
Benteke continued to dominate the goalmouth action after half-time and had an 18-yard strike deflected over the crossbar three minutes in.
But it was Colombia who went ahead in the 51st minute, as Falcao beat the offside trap and found himself with the space and time to take the ball around Mignolet and slot into an empty net.
And Jose Pekerman's men doubled their advantage six minutes after the hour mark as substitute Ibarbo brought the ball down superbly 12 yards out before firing a left-footed volley beyond Mignolet shortly after being introduced to the action.
Belgium then went in search of a route back into the game and Thomas Vermaelen nodded the ball down for Marouane Fellaini in the Colombian penalty area, only for the Manchester United midfielder to sidefoot his effort against the right-hand upright.
Moments later, Dries Mertens did brilliantly to knock the ball between two defenders, but his eventual effort was thwarted by the same post that had denied Fellaini as Wilmots' side's nine-game unbeaten run came to an end.
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