Pyroclastic density currents are one of the most devastating volcanic hazards. Understanding their dynamics is a key to develop successful hazard mitigation strategies. The hazard associated with pyroclastic density currents is commonly investigated a posteriori from their deposits or a priori using analogue and numerical experiments. Despite the low probability of observing a natural moving pyroclastic density current, we present the first in-situ analysis of the internal particle velocities of pyroclastic density currents at Volcán de Colima using a Doppler radar. Our data show two Vulcanian explosions, immediately followed by column collapse and a first pyroclastic density current travelling down the south flank with an average speed of 30 m/s (>50 m/s maximum speed) to a distance of 3 km from the crater rim. The direction of the pyroclastic density current coincided with that of the radar beam enabling measurement of velocity spectra (histogram of particle velocities within the radar beam). The measurement geometry enables the simultaneous measurement of the dense undercurrent at the crater rim (with <20 m/s and an increasing echo power over 20 s) and the dilute cloud higher above the topography approaching the radar (with >20 m/s and approximately constant echo power). The presented data set may be used as a benchmark for future experimental and numerical models that simulate the dynamics of pyroclastic density currents. Using the measured velocities of the collapsing column as input for numerical models will permit the validation of the models for the prediction of the true run-out distance, and thus provide valuable information for hazard assessments.