"Towards the start of the season the gaffer called me in, when he was trying to sign Danny Higginbotham, and Tony Pulis wanted me as a swap deal," said Collins, who has successfully seen off the threat from former Republic of Ireland international Ian Harte for Sunderland's left-back berth this season.
"The only game I have missed this season was the Liverpool game on the weekend of that happening. The gaffer told me to have the weekend to think about it. The next game I was in the team to face Man United.
"I said at the time that I was disappointed to have been told I could leave if I wanted, on the back of 40-odd games last season. I left (his office) after that. I didn't say anything, I got my head down, trained and I was back in the team again.
"Certain managers don't mind you knocking on the door and there are others who prefer you to get on with it and want to see you do it in training. Roy is that type of manager. He prefers to see you go out and get on with it.
"One or two will go in and see about moving on, but at the time, despite being disappointed, I just thought I want to stay and get on with it. I haven't been back out of the team since. I am pleased with how things have gone in the last two seasons. I can't be doing too badly because I have played a lot in both campaigns."