The Welsh outfit eventually provided a decent test, having looked like they may be blown away when Saints flew into a 21-7 lead inside 25 minutes.
But Saints still had too much, resisting a second-half fightback to make it two wins from two ahead of next Saturday's Gallagher Premiership curtain-raiser at home to Gloucester.
Chris Boyd's side, who had won 40-21 at Bedford Blues a week earlier, made a fast start to the game as some lovely, patient play in the Ospreys 22 resulted in Fraser Dingwall finding Collins with a tidy long pass, and the winger did the rest.
George Furbank added the extras but Saints were soon hit with a sucker punch as they lost the ball in the Ospreys half and the away side manufactured a move that allowed Mat Protheroe to latch on to a kick ahead and score.
Gareth Anscombe converted to level the scores, but Saints were back ahead when they moved the ball from left to right for Tom Litchfield to cut inside and finish well.
Furbank converted and there was soon a scrap between the two sides as they showed their determination to come out on top, no matter the occasion.
The scuffle, which spilled towards the front row of the Church's Stand, soon ended and Saints did well to repel an Ospreys lineout drive.
The ball soon returned to the other end of the field as Saints mounted another charge from deep, which ended when Ahsee Tuala's kick ahead was just about snuffed out by the away side.
However, Saints still had possession as Ospreys had grounded the ball in the in-goal area, and Alex Mitchell made them pay, scoring with his first touch as he picked up from the back of a dominant scrum and charged through a gap to dot down.
Furbank made it 21-7 with the successful conversion and Saints again stood firm against a lineout drive close to their own line, to add to Ospreys' growing frustration.
Saints made five changes at the break, adding to the two they had already decided on after 20 minutes, meaning there was a fresh look to the team that trotted out for the second half.
But Ospreys quickly pounced as Protheroe started a rapid break that ended with James Grayson failing to get to a kick ahead, opening the door for Luke Morgan to ground the ball in the process.
The successful conversion cut the gap to seven points and with Saints' lineout starting to falter, as it had at Bedford a week earlier, Ospreys sensed their chance.
And they took it as Grayson was unable to gather a poor pass, allowing Owen Watkin to kick ahead and beat Matt Proctor to the ball to score.
The conversion was missed, leaving Saints two points up with half an hour to play.
But the hosts soon came roaring back, piecing together a slick move before Grayson eventually sent a fine lofted pass out to the left, where Collins snapped up his second try of the night.
Grayson sent the conversion just wide but it didn't look likely to matter when another tidy move sent Collins sprinting in for what he thought was his hat-trick try.
But his effort was ruled out for a forward pass in the build-up, allowing Ospreys to breath again.
They weren't breathing for long though as Rory Hutchinson showed off his snake hips, shimmying away from Ospreys before Mitchell picked up to send Lewis Ludlam in out wide.
Furbank missed the conversion and Ospreys hit back, sauntering through the Saints defence before scrum-half Reuben Morgan-Williams applied the finishing touches.
The successful conversion cut the gap to just five points and had it been a meaningful match, nerves would have been jangling inside the Gardens.
But Saints held out and ensured they would head into the new season on a high.
Saints: Tuala (Grayson 40); Litchfield (Hutchinson 40), Proctor (Hendy 73), Dingwall, Collins; Furbank, Tupai (Mitchell 20); Waller (Auterac 40 (Hobbs-Awoyemi 73)), Matavesi (Fish 40), Hill (Painter 40); Moon, Ratuniyarawa; Ludlam (c) (Irvine 73), Harrison, Augustus (Wood 20).
Ospreys: Evans; Protheroe, Collins, Watkin, Morgan; Anscombe, Webb; Smith, Parry, Botha; Griffiths, Davies; Roots, Morgan, Morris.
Replacements: Jones, Taione, Phillips, Francis, Henry, Ashley, Regan, Cracknell, Cross, Morgan-Williams, Aubrey.
Referee: Craig Maxwell-Keys