The Wales international knows all too well what it feels like to slip through the Premier League trapdoor, having tumbled out of the top flight with the Black Cats in 2006.
A similar scenario is facing the Wearsiders this term, with their fate still hanging in the balance heading into a final day contest with Chelsea on Sunday.
Ricky Sbragia's men know victory will see them safe for another year, while they also have the benefit of sitting outside the drop zone heading into the season finale, but Collins has revealed that such drama is far removed from what he imagined would be in store for the North East club at the start of the campaign.
He said: "I think we thought we would be sitting somewhere like Wigan or West Ham in that middle of the table where they haven't got too much to play for now.
"It's exciting for the neutrals, I suppose. The last time we were relegated, we were down long before the end of the season, which wasn't nice, so at least we are still in the mix of things and still in the driving seat."
ChancesCollins is confident Sunderland can keep their head above water this weekend, but admits safety should have been wrapped up weeks ago.
"We have had three or four very good chances to put the season to bed with a few games to go, and we haven't taken them," he added.
"That's the disappointing thing. We have had a couple of bites at the cherry."
While FA Cup finalists Chelsea would not be the Black Cats' ideal choice of opponents for such a crunch clash, Collins insists everyone connected with the club is determined to take something from the contest.
"If we are not up for the game on Sunday, there is something wrong with us," he said.
"We know what we have got to play for and whether it be Chelsea or West Brom or whoever coming to the stadium, we have got to be on our game and hopefully with the fans behind us, we can get a good start and pick up a good tempo and get at them."