497

The interactive data file included as an exhibit to this filing relates to the supplement to the prospectus for Columbia Small Cap Core Fund filed pursuant to Rule 497(e) under the Securities Act of 1933, as amended, on January 19, 2016 (Accession No. 0001193125-16-431852), which is incorporated herein by reference.

XML

Label	Element	Value
Risk/Return:	rr_RiskReturnAbstract
Document Type	dei_DocumentType	Other
Document Period End Date	dei_DocumentPeriodEndDate	Aug. 31, 2015
Registrant Name	dei_EntityRegistrantName	COLUMBIA FUNDS SERIES TRUST I
Central Index Key	dei_EntityCentralIndexKey	0000773757
Amendment Flag	dei_AmendmentFlag	false
Document Creation Date	dei_DocumentCreationDate	Jan. 19, 2016
Document Effective Date	dei_DocumentEffectiveDate	Jan. 19, 2016
Prospectus Date	rr_ProspectusDate	Jan. 01, 2016

XML

Jan. 01, 2016

Supplement dated January 19, 2016

to the Prospectus of the following fund:

Fund	Prospectus Dated
Columbia Funds Series Trust I
Columbia Small Cap Core Fund	1/1/2016

Effective immediately, the information under the caption "Principal Risks” in the "Summary of the Fund" section of the Prospectus is hereby revised to remove Value Securities Risk.  Additionally, Quantitative Model Risk is added as follows and Active Management Risk is hereby superseded and replaced with the following:

Active Management Risk. While security selection is driven by fundamental concepts, a quantitative process is used to construct the portfolio. Additionally, a qualitative review of the quantitative output is conducted by the portfolio managers. Therefore, the Fund’s performance will reflect, in part, the ability of the portfolio managers to make active, qualitative decisions, including allocation decisions that seek to achieve the Fund’s investment objective.

Quantitative Model Risk. Investments selected using quantitative methods may perform differently from the market as a whole. There can be no assurance that these methodologies will enable the Fund to achieve its objective.

The rest of the section remains the same.

XML

Label

Element

Value

Risk/Return:

rr_RiskReturnAbstract

Registrant Name

dei_EntityRegistrantName

COLUMBIA FUNDS SERIES TRUST I

Prospectus Date

rr_ProspectusDate

Jan. 01, 2016

Supplement [Text Block]

cfsti_SupplementTextBlock

Supplement dated January 19, 2016

to the Prospectus of the following fund:

Fund	Prospectus Dated
Columbia Funds Series Trust I
Columbia Small Cap Core Fund	1/1/2016

Effective immediately, the information under the caption "Principal Risks” in the "Summary of the Fund" section of the Prospectus is hereby revised to remove Value Securities Risk.  Additionally, Quantitative Model Risk is added as follows and Active Management Risk is hereby superseded and replaced with the following:

Active Management Risk. While security selection is driven by fundamental concepts, a quantitative process is used to construct the portfolio. Additionally, a qualitative review of the quantitative output is conducted by the portfolio managers. Therefore, the Fund’s performance will reflect, in part, the ability of the portfolio managers to make active, qualitative decisions, including allocation decisions that seek to achieve the Fund’s investment objective.

Quantitative Model Risk. Investments selected using quantitative methods may perform differently from the market as a whole. There can be no assurance that these methodologies will enable the Fund to achieve its objective.

The rest of the section remains the same.

Columbia Small Cap Core Fund

Risk/Return:

rr_RiskReturnAbstract

Supplement [Text Block]

cfsti_SupplementTextBlock

Supplement dated January 19, 2016

to the Prospectus of the following fund:

Fund	Prospectus Dated
Columbia Funds Series Trust I
Columbia Small Cap Core Fund	1/1/2016

Effective immediately, the information under the caption "Principal Risks” in the "Summary of the Fund" section of the Prospectus is hereby revised to remove Value Securities Risk.  Additionally, Quantitative Model Risk is added as follows and Active Management Risk is hereby superseded and replaced with the following:

Active Management Risk. While security selection is driven by fundamental concepts, a quantitative process is used to construct the portfolio. Additionally, a qualitative review of the quantitative output is conducted by the portfolio managers. Therefore, the Fund’s performance will reflect, in part, the ability of the portfolio managers to make active, qualitative decisions, including allocation decisions that seek to achieve the Fund’s investment objective.

Quantitative Model Risk. Investments selected using quantitative methods may perform differently from the market as a whole. There can be no assurance that these methodologies will enable the Fund to achieve its objective.

The rest of the section remains the same.

XML

Label	Element	Value
Risk/Return:	rr_RiskReturnAbstract
Registrant Name	dei_EntityRegistrantName	COLUMBIA FUNDS SERIES TRUST I
Prospectus Date	rr_ProspectusDate	Jan. 01, 2016
Document Creation Date	dei_DocumentCreationDate	Jan. 19, 2016