The Dutch defender, who cost Celtic £2.5m from Groningen in the summer of 2013, has been linked with several teams in the media, with Everton the latest to be credited with an interest.
Collins dismissed the speculation over a possible move to Goodison Park but admitted he expects further talk of a transfer south before the window closes on September 1.
“I am not surprised there is talk about Virgil. When you are a good player there is going to be speculation,” said Collins ahead of Wednesday’s third-round qualifier against Qarabag at Celtic Park.
“It’s another club mentioned today, I am sure there will be another next week, but he is a Celtic player.
“Would it be difficult to keep him if we don’t make the Champions League? Probably, but hopefully we won’t have to deal with that.
“Virgil trains very well and is fully focused. He’s 24 now and has matured. He understands. There’s been plenty of talks with Virgil.
“That’s where every player wants to play, every coach wants to coach, every supporter wants to be. If you are a centre-half playing in the Champions League you are up against the best forwards in the world. It’s a great challenge and if you do well it puts you on a different level.
“People look at you in a different light if you’re taking care of top-class strikers. There is also the financial part of the story.”
Celtic boss Ronny Deila also gave a withering response when asked if the Scottish champions had received any enquiries about Van Dijk.
“No, nothing,” Deila said. “Again it’s a never-ending story this before we are in the first of September. We want to keep him, we don’t need to sell him, and he’s a very important player for us.”
One player who could be leaving Celtic – on a temporary basis – is young midfielder Liam Henderson, who spent the final three months of last season on loan at Norwegian side Rosenborg.
Dundee United have been linked with a similar arrangement for the Scotland U19 midfielder, but Deila insists he will only contemplate a deal if it is in the best interests of Celtic.
“We will go through this month and see where we are then and what kind of options we have,” he said.
“First of all I want Liam to play for Celtic. This is not about Liam this is about the whole squad so we will see what’s the best for different individuals and also for the team.”