With Brøndby, Colding won two Danish Cup trophies and three Danish football championships, and since March 1999 he captained the side when he took over the captain's armband from John Jensen.
Med Brøndby vandt Colding to danske pokaltitler og tre danske mesterskaber, og fra marts 1999 var han anfører for holdet, efter han overtog armbindet fra John Jensen.