The Reds are nine points from safety with 15 games left to play following Saturday’s late defeat to Coventry City, having won just three league games all season.
Poya Asbaghi’s side travel to Hull City on Tuesday looking to pick up their first away win of the campaign and cut the deficit between themselves and safety.
“Stick with us,” pleaded Collins, who has been an ever-present for Barnsley in the Championship this term.
“We are trying and we believe in each other. We'll fight to the very last game."
“I know for sure we're definitely not the worst team in this league. Look at us last year, coming fifth, that's why we believe.”
The Reds previously found themselves nine points from safety with 14 games left to play in the 2019/20 season, though they had amassed eight more points than they currently have.
They stayed up that year, owing to Wigan Athletic’s 12-point deduction for entering administration, and went on to make the play-offs last term.
“At the moment it looks tight between four teams,” former Chelsea stopper Collins, now 25, said of the relegation scrap.
"Football is a funny game, a lot can change, a lot can happen so we just take it game by game.”
Hull, who are twentieth in the table, are without a win in their last five matches and have lost three of those.
Despite their poor form they are 13 points clear of relegation danger, however.