Colunga was born in Oviedo, Asturias. After unsuccessfully emerging through Sporting de Gijón's youth system he made his professional debut on loan, in the third division with Marino de Luanco – also in his native region – going on to serve several others in the third and fourth levels while also appearing in the 2004–05 season for Sporting's reserves. In January 2006, Colunga was definitely released by Gijón and, after a spell in the fourth division and another in the third, joined UD Las Palmas of the second tier. He scored 13 league goals in the 2007–08 campaign for a Canary Islands' side that was threatened with relegation until the last month of competition. Colunga was then bought by Recreativo de Huelva in La Liga, in a four-year contract worth €2.7 million. In his debut for the team, on 31 August 2008, he netted the game's only goal in an away win against Andalusia neighbours Real Betis. Alternating between starts and games from the bench during his first year, Colunga entered the club's history when he scored a penalty kick in a 1–4 loss at Deportivo de La Coruña on 21 December, his fourth consecutive game achieving the feat. Spanish football pundit Guillem Balagué compared the player, in his weekly report of first division encounters, to Valencia CF's David Villa; despite a first fruitful year individually, Recre ranked last. On 23 January 2010, after experiencing personal problems in the new season at Recreativo, which included a confrontation with club fans, Colunga was loaned to Real Zaragoza in the top flight, until June. He scored on his debut eight days later, a 3–1 win at CD Tenerife, and finished the campaign as the team's top scorer in only four months of play, with the Aragonese finally escaping relegation. On 5 August 2010, Colunga was sold to Getafe CF as Kepa Blanco moved in the opposite direction. He was loaned to Sporting de Gijón in January 2012, netting three times in 13 starts during his short spell but suffering top flight relegation. On 25 August 2014, Colunga transferred to English club Brighton & Hove Albion for an undisclosed fee, signing a two-year contract. He scored on his debut the following day, contributing to a 4–2 away victory over Swindon Town in the League Cup; he added a further three in the Championship before the close of the year, with strikes against Bournemouth, Norwich City and Fulham. Following the appointment of Chris Hughton as new manager, Colunga found first-team opportunities difficult and, in the very last day of the 2015 January transfer window, joined Granada CF on a loan deal lasting until the end of the season, with the option of a permanent transfer in June. However, after featuring rarely, he returned to Brighton and eventually had his contract terminated by mutual consent on 7 October. On 2 September 2017, 32-year-old Colunga switched to the Indian Super League with FC Goa after stints with RCD Mallorca and Cypriot club Anorthosis Famagusta FC. He made his debut on 16 December, scoring in the last minutes of a 5–1 victory against Delhi Dynamos FC. On 25 January 2018, Colunga's contract was terminated by mutual agreement after he refused to play second-fiddle to compatriot Ferran Corominas. Four days later, he announced his retirement.