A brace from Colchester striker Ian Henderson was enough to confirm Bristol Rovers' relegation from League One.
Henderson put the U's in front before the half-hour mark after Kayode Odejayi had headed Lloyd James' cross back across goal.
And just two minutes later he added a second after wriggling past Ben Swallow to shoot past Conrad Logan.
Rovers scored a second-half consolation when substitute Eliot Richards headed in Gavin Williams' free-kick.
The U's secured a 10th place finish with their first ever double over Pirates, while the result relegates Bristol Rovers after four straight seasons in League One.