The blast occurred at a coal mine in the town of Cucunuba in Cundinamarca state, some 90 kilometers (55 miles) north of Bogota, at about 2130 GMT.
President Juan Manuel Santos, who is wrapping up an official visit to France, in Twitter message expressed his 'solidarity with the victims'.
Officials said they do not know what caused the explosion which also injured one person.
"We are going to dig by hand throughout the night to try to rescue" the missing workers, Wilson Garcia, director of the emergency response unit in Cundinamarca, told AFP.
(Except for the headline, this story has not been edited by NDTV staff and is published from a syndicated feed.)