The Falconets will play Germany in Sunday's final after the hosts beat South Korea 5-1 in today's other semi-final..
Ebere Orji scored the only goal of the game after just two minutes with an easy tap-in.
The ball fell to Orji when Colombia's keeper, Paula Forero, allowed a hopeful kick forward to bounce over her head.
Nigeria are the first African side to reach the final of the Under-20 Women's World Cup.