Second-half goals from the Monaco star and the Cagliari midfielder earned Jose Pekerman's outfit the bragging rights as the World Cup dark horses clashed.
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, and the Belgians had no response.
The defeat is Belgium’s first for exactly a year - its last reverse coming in a 2-1 loss to Romania in November 2012 - while Colombia has now won five of its last seven.
Romelu Lukaku and Kevin Mirallas dropped to the bench in favor 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 its last competitive outing.
Colombia, meanwhile, made five alterations to the lineup 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 untroubled.
Benteke continued to dominate the goalmouth action after halftime and had an 18-yard strike deflected over the crossbar three minutes in.
But it was Colombia which 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.
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.
Belgium then went in search of a route back into the game. 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.