The Hammers are still in danger of being relegated, as are Swansea. Both clubs will want a win, and that should make for a great game.
Collins knows the result could prove crucial in West Ham's fate this season.
"We're going to have to go to Swansea and then host Burnley in the next couple of weeks and pick up our points from those games," said Collins.
"I said to the boys in the dressing room that we cannot dwell on what happened at Liverpool, as better teams than us have gone to Anfield and been steamrolled, so we've got to look at the video, look at what we did right and what we did wrong and move on to a huge game in Wales on Saturday.
"Morale in the camp is good. We had a good result against Watford and then a couple of weeks of good training, so spirits are high. We've got some great characters in that dressing room and we need to focus on Swansea, go there and get a good result."