Collins signed a minor-league contract with the Rockies on Wednesday.
Collins made nine relief appearances for the Cubs in 2019, but he spent most of the season with Triple-A Iowa, where he recorded a 4.67 ERA, 1.33 WHIP and 37:16 K:BB across 27 innings. The 30-year-old served as the Royals' primary set-up man during 2013 and will have the opportunity to make an impression on his fourth major-league coaching staff this spring.