The Magpies suffered a 2-0 defeat to Manchester City at St James' Park, and the ex-Sunderland man was delighted with the reception from the fans, despite the loss.
The Mirror quotes Colback as saying: "The fans were brilliant and I could not have asked for any more. They have been fantastic.
"But we've come away without any points so it's disappointing. I don't think we really deserved to get beat. Their only two chances were the goals they scored.
"We just need to show a bit more composure in front of goal."
Colback left Sunderland earlier this summer, after spending 16 years with the Black Cats