Ashley Young and Marc Albrighton put Villa 2-0 ahead late in the game but United managed to bounce back through goals by Federico Macheda and Nemanja Vidic and got a 2-2 draw.
“We should have won the game [when we were] 2-0 up,” Collins told Sky Sports after the match.
“The boys played fantastic. The first goal got them back in it and the second goal killed us.
“We had chances. That’s one thing we can take out of it, that we created a lot of chances against Manchester United. We’ve got to take that confidence and build on it.
“Being 2-0 up at home and especially with the chances we got it’s disappointing but the way the boys played we can take massive confidence out of it.”