Midfielder Keane Lewis gave Mohun Bagan the lead in the 13th minute in their opening Asian Football Confederation (AFC) Cup match. Colombo equalised on 30 minutes through Afeez Olofin. The match was 1-1 at half time.
But Mohun Bagan intensified their frontline play and Sehnaj netted in the 70th minute to secure a vital victory for the Kolkata giants.
They will begin the second leg match as favourites after scoring twice and winning in the first leg here.
The second leg will take place on February 7 at Kolkata’s Rabindra Sarobar Stadium.
Mohun Bagan began the action promisingly. Their attackers combined well initially and were rewarded with a neat counter-attacking goal.
Scottish striker Lewis ran down the vacant right flank following a swift break from a throw-in to release Prabir Das.
Das creditably spotted the run of Lewis towards the far post and looped an accurate ball for him. An unmarked Lewis directed the ball calmly in to the net.
The goal made Bagan complacent.
They eased the pressure, allowing the hosts to claw back in to the contest.
They were made to pay as Olofin raced ahead of his marker through the right hand side of the penalty box. His shot from an acute angle beat Bagan goalkeeper Shilton Paul.
A stunned Mohun Bagan sprang into action after conceding.
They got two good chances to go ahead for the second time in the match, but Das squandered them, first heading wide and then failing to shoot from close.
Colombo came out motivated in the second half and enjoyed greater ball possession.
Bagan endured several anxious moments inside their penalty box but managed to deny their opposition.
Identifying the need to impose themselves, they went forward.
Full back Souvik Ghosh’s cross, after an overlapping run down the left flank, fell in the path of an advancing Sehnaj.
He utilised the space provided to him at the top of the box to unleash a strong shot that landed in the roof of the net.
Trailing for the second time, Colombo showed urgency but failed to create meaningful chances as a defensive Mohun Bagan secured the victory.