I guess you have a custom widget (a subclassed QSlider) ?

If so, create a QStyle subclass based on the style you normally use. Then implement the painting of your custom widget, based on a regular QSlider.
But, before you paint the items that need to be on top (like the slider handle) and after you paint the items that need to be underneath, paint the colored space.

Something like this:
1. paint the borders and background
2. paint the colored space
3. paint the handle

Step 2 would be missing in a regular QSlider.
If you just reimplement the paint function like I said earlier, you can't paint in the middle, only at the beginning (underneath) or at the end (on top)