Four of the victims died just outside the entrance, said Gabriel Tamayo, manager of the La Preciosa mine in Sardinata, 255 miles northeast of the capital, Bogota.
He said 16 other miners trapped inside were also believed to have died in the explosion, which happened shortly before 7 a.m. local time (7 a.m. EST; 1200 GMT).
Tamayo would not speculate on the cause, but Colombian Red Cross rescue chief Carlos Ivan Marquez said preliminary indications pointed to a methane gas buildup.
Methane gas was also believed to be the cause of an explosion at the mine in 2007 that killed 32 miners.
A blast of that kind "is like a kind of cannon shot and creates a flame within the mine and obviously has tragic consequences," William Villamizar, governor of the Norte de Santander province where the mine is located, told RCN radio.
Officials said the explosion happened during a shift change.
"I refuse to work here any longer," miner Luis Chacon told RCN television at the scene. He called La Preciosa "a killer mine."
The mine met legal safety requirements, said Edgar Fabian Morales, national safety coordinator for the Colombian Institute of Geology and Mining.
Sardinata Mayor Yamile Rangel said the mine was one of the country's best.
The mine, a horizontal half-mile-long tunnel into a mountain, was closed for five months after the fatal 2007 blast so that a bigger ventilation equipment could be installed. Tamayo said the mine produces 3,300 tons of coal a month.
Fatal mining disasters are relatively common in Colombia, South America's top coal producer.
In June, 73 miners were killed in a blast at a coal mine in Amaga, a town in the northwestern province of Antioquia. In November, nine miners were killed in two different accidents in Cundinamarca state in central Colombia.