"It was unexpected considering the company I was in in the category so obviously I'm very happy" said Collins.
The Player of the Year award went to Robert Earnshaw. Earnie also collected Welsh Club player of the year for his time at Cardiff City, an honour received for the second year in a row.
Earnshaw is the first player to do the double and pick up Player of the Year and Club Player of the Year on the same evening. He has previously won the Young Player awards in 2001 and 2002.
Both players now turn their minds to Saturday and the trip to Old Trafford to face England.