Belgium, ranked fifth, twice hit the woodwork. Marouane Fellaini latched on to a header of Thomas Vermaelen without success in the 76th, and Dries Mertens' shot hit the same left post seven minutes later.
"A good match, but they scored, and we were unlucky," Mignolet said.
Belgium's top striker, Christian Benteke, had two great chances, but his recent lack of club form showed with two poor headers.
Colombia will complete its mini tour of Europe with a game against the Netherlands next Tuesday, when Belgium will meet Japan.
In a sold-out 40,000-capacity King Baudouin Stadium, Belgium wanted to test out its second-string goalie Mignolet but he could do little about the goals. Especially in the second half, the Colombians highlighted the absence of injured Belgium captain and central defender Vincent Kompany, as they cut through the offside trap and found men open in the center.
Falcao was denied for much of the game but continuously weighed on the defense and directed his team with passes and instructions.
By comparison, Hazard could impress his Chelsea coach Jose Mourinho in the stands with several lightning moves but a decisive pass was lacking.
