The visitors were never in the hunt during a one-sided first half and they were lucky to be only two goals down at the break.
The West Londoners rallied in the second period and were given hope when Colchester defender Wayne Brown headed into his own net on 76 minutes.
But it would have been daylight robbery if QPR had stolen a point from this game. It's early days, but they already look to be facing a battle against relegation.
Newly-promoted Colchester started at a fast pace and duly took the lead after nine minutes when Chris Iwelumo netted his third goal of the season and his first from open play, following two successful penalties.
Iwelumo won the corner from which he eventually scored. QPR struggled to deal with set-pieces all afternoon and they failed to clear Kevin Watson's corner.
Brown's initial shot was blocked by midfielder Marc Bircham but Iwelumo was on hand to rifle home the loose ball from eight yards out.
Young keeper Jake Cole had no chance with this effort. Cole was only playing because first-choice keeper Paul Jones was ill.
QPR remained on the back foot and it was no real surprise when the U's doubled their lead in the 18th minute. The visitors were unable to clear a throw-in and Karl Duguid headed on for Richard Garcia to volley smartly into the net from just outside the six-yard box. It was a spectacular finish from the Australian attacker.
Colchester had further chances to score before the break, most notably when a poor kick from keeper Cole rolled into the path of Garcia. Cole was hopelessly out of position and Garcia's instinctive shot would have dropped into an empty net only for it to strike team-mate Jamie Cureton and deflect past the post.
Cureton, playing against his old club, missed a couple of chances himself, as did skipper Duguid. These misses could have proved costly as QPR at least made a game of it in the second half.
They halved the deficit with 14 minutes to go, when Danish striker Marc Nygaard lobbed advancing keeper Dean Gerken. The ball was destined for the net but Brown looked odds-on to beat the ball away, only to lob it into his own net.
Substitute Scott Donnelly nearly netted an injury-time equaliser as his long-range shot caused keeper Gerken to fumble only for the ball to roll past the post to seal QPR's fate.