First Wednesday right-back Frank Simek could hardly believe his luck when he snapped up his first goal of the season after 27 minutes.
And eight minutes later Wednesday's lead was doubled when Matthew Mills powered a header past his own keeper.
Colchester thrashed Wednesday 4-0 at Layer Road in October to hand the Yorkshire side their worst defeat of the season.
But their dismal away form continued as Wednesday hunted for revenge on Geraint Williams' side, who arrived without a win in five.
Colchester were short on ideas but kept Wednesday at bay as the home side looked for a welcome home win.
The home side could have been ahead after 25 seconds when Kenny Lunt blazed an early chance wide after Deon Burton's left-flank cross.
Burton dragged a low drive wide and Marcus Tudgay headed over as Wednesday made the running and Burton fire another effort wide.
But American defender Simek cut in from the right on to a Tudgay pass and saw the ball ricochet off hapless Colchester midfielder Kevin McLeod before setting him up for an angled drive wide of Dean Gerken.
It left red-faced McLeod with his head in is hands but worse was to come.
Chris Brunt was denied when he skipped round three challenges into the area and saw his shot deflected wide.
And ten minutes before the break winger Brunt swung a corner to the far post and Mills - with no Wednesday player within two yards - attempted to head over but succeeded in directing a powerful header out of Gerken's reach.
McLeod almost made amends for his blunder when he made a solo break and fired in a blistering shot which turned away by keeper Iain Turner with the save of the night and five minutes from half-time Richard Garcia hoisted a close-range shot over.