*Club domestic league appearances and goals, correct as of 20:00, 23 November 2024 (UTC) ‡ National team caps and goals, correct as of 8 September 2024
Colley started playing for Atalanta's under-19 squad in the 2017–18 season.[2] He made his professional debut for the senior team in a 1–2 Serie A loss to Bologna on 15 December 2019.[3]
On 23 September 2020, Colley joined Serie A side Hellas Verona on loan for the remainder of the season.[4]
On 7 August 2021, Colley joined fellow top-tier club Spezia on loan until the end of the campaign.[5] On 13 August 2022, Colley was loaned to Süper Lig club Fatih Karagümrük for the rest of the season.[6]
On 1 September 2023, Colley joined Swiss Super League club Young Boys on loan for the remainder of the season, with the deal including an option-to-buy.[7][8] Later that year, on 13 December, he became the first Gambian to score in the UEFA Champions League, by netting a goal in a 2–1 away defeat against RB Leipzig.[9]