But he stayed on long enough to score his second and secure the victory before leaving for the hospital still in full kit.
"I'm still overwhelmed by it all," Colclough told BBC Radio Manchester after the birth of his second son, Harley Thomas.
"It's a great feeling and I can't have wished it any better."
The 22-year-old said he reached the hospital 30 minutes before the baby arrived.
"We had gone for a scan that day and they said it could be a couple of days, so we weren't too worried. But when my dad (who was in the stands) gave me the sign I panicked a bit and got there as quickly as I could."
Colclough said he hoped to be back in action for Wigan against Rotherham on Saturday.
(Reporting by Shrivathsa Sridhar in Bengaluru,; Editing by Neville Dalton)
