By contrast, the Owls rose out of the bottom three with this precious away win and they now have a fighting chance of preserving their Championship status.
Brian Laws' men had to come from behind after on-fire striker Kevin Lisbie handed to U's a fourth minute lead. Lisbie was in the right place to sweep home a cross from skipper Carl Duguid to rattle up his 14th goal of the season.
But it was not enough to halt the U's slide, in fact, it was the third time in a week that Lisbie had scored and on each occasion he ended on the losing side.
Colchester had chances to extend their lead before Deon Burton poached the equaliser on 18 minutes. Burton arrived just in front of keeper Dean Gerken to head home an excellent free-kick from Graham Kavanagh.
That goal meant that the U's had now gone 35 games without keeping a clean sheet. They have only kept one clean sheet all season and that is the prime reason for their plight.
Wednesday scored what proved to be the winner just a minute before the break. United's defence was caught flat-footed near the halfway line, allowing both Burton and Wade Small to home in on goal.
And it was flying winger Small who proved the fastest as he cracked his shot home, the ball taking a deflection off keeper Gerken to drop into an unguarded net.
Colchester battled manfully in the second half but they could not fashion an equaliser.
Lisbie had a goal ruled out for offside after he had scampered on to a kick upfield from keeper Gerken, while Duguid struck the bar with a deflected 20-yard shot on 70 minutes.
Wednesday were content to sit back and hold on to the advantage, although they could have added to their tally with ten minutes remaining when Burton was denied by a good save from Gerken at point-blank range.
In stoppage time, substitute Scott Vernon took a tumble in the penalty area, but referee Kevin Friend waved play on and with it went Colchester's hopes of grabbing even a point.
Their cause now looks hopeless, they are nine points adrift of safety with just nine games left.