The 21-year-old Gambian international scored his side only (consolation) goal in the 61st minute with a fine header five minutes after his introduction in the second half.
City boys Roma scored their goals through Gianluca Mancini, Hanrikh Mikhitaryan and Borja Mayoral in the 20th, 22nd and 29th minutes respectively.
This was the first time, the former Atalanta U-19 star lost against Roma since moving to Italy.
He made seven shots on target in 17 appearances for Hellas Verona so far this season.
Colley began his professional career at Atalanta and after two seasons at the Gewiss Stadium, he was loaned to the Mastiffs in September 2020 in a bid to get regular playing time.
The defeat leaves Hellas Verona ninth position with 30 points from 20 games played so far in the ongoing 2020-21 campaign.
