Collins was sold by Zola in the final days of the summer market to Villa.
The Wales international told the Daily Mail: "There was speculation that I was leaving because of the club's financial situation. So, I spoke to the manager and the vibe I was getting was that I would be off. I had no issue with Gianfranco Zola. I have nothing but respect for him.
"Even since I've been at Villa, he's sent me the odd text asking me how I'm settling in - or whether I'm behaving myself."