Phase retrieval is a numerical procedure concerned with the recovery of a complex-valued signal from measurements of its amplitude. We describe a generalization of this method for multi-wavelength data acquired in a coherent diffractive imaging experiment. It exploits the wavelength-dependent scaling of the support domain to recover separate reconstructions for each wavelength, providing new possibilities for coherent diffractive imaging experiments. Limitations on the number of wavelengths are discussed through adaptation of the constraint ratio, and the method's performance is investigated as a function of the source spectrum, sample geometry, and degree of complexity through numerical simulations.