Shortly after his coronation, Coloman had to face problems that the armies of the First Crusade caused while passing through Hungary. For decades, Hungary had been able to supply a significant number of Western European pilgrims with food during their journey to the Holy Land, but the movement of tens of thousands of crusaders across the country endangered the natives' subsistence. The first group of crusaders, led by Walter Sans Avoir, reached the frontier in early May 1096. Coloman received them in a friendly way and allowed them into the kingdom. He also authorized them to buy food in the markets, although harvest had not started yet. They proceeded through Hungary without any major conflicts.

The next arrivals, headed by Peter the Hermit, arrived in late May or early June. Coloman permitted them to enter Hungary only after Peter pledged that he would prevent them from pillaging the countryside. According to Guibert of Nogent's records, Peter could not keep his promise: the crusaders "burned the public granaries ..., raped virgins, dishonored many marriage beds by carrying off many women", although "the Hungarians, as Christians to Christians, had generously offered everything for sale" to them.

A third band of crusaders reached Nyitra (Nitra, Slovakia) and began plundering the region. These were soon routed by the locals. A fourth army came to Moson in the middle of June. Coloman did not allow them to leave the region, either because he had learnt of their troublesome behavior during their journey, or he had realized that their movement across Hungary could jeopardize the stability of the local economy. To seize food and wine, the crusaders made frequent pillaging raids against the nearby settlements. Coloman decided to attack them, but the commanders of the army convinced him to persuade the crusaders to surrender their weapons and money, promising them that they would be supplied with food during their journey. After the crusaders were disarmed, Coloman's troops attacked and massacred them near Pannonhalma in early July.