Born in Santiago, Escalona joined Colo-Colo in 1995, where he finish his youth development. He made his professional debut in 1997, in a single appearance, winning his first honour, the 1997 Torneo Clausura. The following season, he played 16 matches with one goal, adding another league title. He started 1999 at Colo-Colo, but after a receiving praise in the 1999 South American U-20 Championship, he moved to Torino. In Italy, he was unable to replicate his performances, and played only three games and saw the team being relegated.