The exterior facade of the Colosseum is structured in four levels, and its heights do not correspond directly to the interior floors. The three lower levels are composed of 80 arches supported by pillars, with semi-coupled columns that support an entablature of mainly ornamental character. The fourth level is formed by a blind wall, adorned with attached pilasters and windows located in every other space.

Each of the levels presents a different architectural style: Tuscan, Ionic and Corinthian follow one another in the first three levels, while the last level adopts an undefined style that in the 16th century was catalogued as composite. Although it was common to combine different styles on consecutive levels, the superimposition of four architectural orders in the same building was not a common practice. Connections between floors were achieved by means of concentric staircases and corridors. The emperor had a main entrance on the north side, intended for him and his family, while the other three axial entrances were reserved for the consuls.

The surface of the walls was originally covered with stucco, although today the travertine blocks can be seen arranged in rows and joined with mortar, secured with lead and bronze staples. Lighter materials, such as brick, were used in the upper zone of the last level.