Columbus never sailed with Portuguese, but he did (he was actually Portuguese).
It is little unknown, but Columbus (Cristobal Colón) sailed on some Portuguese expeditions on the African coast, although he was not the captain. At the time he was married to the Portuguese King cousin, daughter of the governor of the Madeira's Island.
Later, he stole a (purposely fake) map from the King and went to Spain to sell his services. And the rest you already know...
Hope this helps :)