Mick Harford failed to fire QPR after taking over the helm from John Gregory.
Rangers were all square on 29 minutes when Hogan Ephraim slid in to cancel out Mikele Leigertwood's own goal.
But Colchester were back in front within a minute when Kemal Izzet headed in Danny Granville's cross and Mark Yeates made it 3-1 with a free-kick.
Rowan Vine scored on his QPR debut to give the visitors hope, but Clive Platt nodded in when Kevin Lisbie's shot came back off the woodwork to seal the win.
Colchester boss Geraint Williams:
"I'm sure it was a fantastic game for the neutral and great entertainment.
"But it was important for us that we got the three points. We could have scored more goals but QPR were bright as well.
"We will work on our defending but I would rather win 4-2 than 1-0."
QPR caretaker manager Mick Harford:
"It was a very open game but we gifted them far too many easy chances.
"We've created the most chances we have all season but we are leaking goals for fun and it is not good enough.
"We gave them too many opportunities. Too many opportunities to get the ball into the box, too many free headers and we made too many defensive errors."
Colchester: Gerken, Duguid, Baldwin, Virgo, Elokobi, Yeates, Izzet, Jackson, Granville, Lisbie, Platt.
Subs Not Used: Cousins, Guy, Guttridge, Connolly, Elito.
Booked: Duguid, Jackson, Platt.
Goals: Leigertwood 19 og, Izzet 30, Yeates 38, Platt 63.
QPR: Camp, Rowlands, Leigertwood, Cullip, Barker, Ainsworth (Moore 85), Jarrett (Sahar 75), Bolder, Ephraim, Blackstock, Vine.
Subs Not Used: Cole, Bignot, Stewart.
Booked: Bolder, Ephraim, Ainsworth.
Goals: Ephraim 29, Vine 58.
Att: 5,361
Ref: Jon Moss (W Yorkshire).
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