Colclough played two seasons on the junior college level at Kilgore in Texas before enrolling in Tusculum. In only two two seasons at Tusculum, he set school career-records with 15 interceptions (138 yards in returns) and 38 passes defended, and recorded 106 tackles (60 solos) with seven stops behind the line of scrimmage. As a punt returner he recorded 345 yards and two touchdowns on 24 punt returns (14.4-yard average) and 659 yards with a pair of scores on 23 kickoff returns (28.7-yard average), setting school records in those categories. He was a 2003 Consensus All-American first-team selection and an All-South Atlantic Conference first-team pick.