Colon (6-2) won for the second time since his 40th birthday, which he celebrated a week ago. He allowed five hits, struck out three, did not walk a batter and for seven innings engaged in a tremendous pitchers' duel with Chicago's Dylan Axelrod.
Oakland, however, got to Axelrod in the eighth and kept going when the White Sox went to their bullpen. The Athletics bounced back from a loss to San Francisco that ended a six-game winning streak.
John Jaso doubled off Axelrod (3-4) to open the eighth and scored the game's first run on another double by Josh Reddick.
Coco Crisp followed with a single that drove in two runs.
This is Colon's 16th year in the majors and it is the first time since 2002 that he has had more than one shutout in a season. He has 10 for his career and this was his 34th complete game.