With neither side able to force a victor, the match went to penalties.
But Mateus Uribe then rattled the crossbar and after Kieran Trippier levelled at 3-3, England goalkeeper Jordan Pickford saved from Carlos Bacca, extending his left arm to stop the ball as he dived to his right.
England, though, did it the hard way having been moments from a 1-0 victory through a penalty by captain Harry Kane just before the hour - only for Colombia to snatch a dramatic equaliser when defender Yerry Mina headed in during stoppage-time.
Gareth Southgate has hailed his World Cup stars for altering the public's perception of the England team. It's just awesome how many people have come here to support us.
"But we did. We were ready for that". Stay with us for all the updates. We know exactly how they play, and it's going to be a real tough test.
"We're not satisfied with this", he said. "We had the belief and the resilience to get over the line".
It will be a huge blow to the El Tricolor should the midfielder be ruled out of the game.
England beat Colombia in their only previous World Cup encounter thanks to goals from Darren Anderton and David Beckham in 1998.
Kane scored a combined five goals in the wins over Tunisia and Panama, and the Tottenham striker went close when his looping header back across goal landed on the roof of the net.
Wilmar Barrios was booked for leaning his head into the chest of Henderson as the game grew into an increasingly feisty affair. In the extra-time, England hardly made an effort in Colombia's half and were seen comfortable and content sitting deep. The Colombian players asked for VAR [Video Assistant Referee intervention] and he did not give it to them.
It was from Colombia's first corner, the one England had prevented all night.
Alli almost added a second when his diving header at the far post flashed over the bar, with Lingard appealing for another spot-kick after he was caught by Davinson Sanchez.
History repeated itself in Gelsenkirchen in a match best remembered for Wayne Rooney's red card and Cristiano Ronaldo winking to the Portuguese bench after he had alerted the referee to his Manchester United team-mate's stamp on Ricardo Carvalho.
Substitute Danny Rose nearly struck an extra-time victor when his angled shot whistled beyond the far post, and Dier headed over unmarked at a corner.
Ultimately, Colombia got what they deserved much to the anguish of thousands of their fans who had turned the occasion into a home game.