The 29-year-old played for the Bluebirds for five years from 2000 to 2005 and is eagerly anticipating the clash following Malky Mackay's side's promotion to the top flight.
"It will be good. I looked at it straight away and, with my family still living down there, they were excited as well," Collins told the club's official website.
"It will be strange playing against them in the Premier League but they have done great to come up so it's one I am looking forward to."
Collins re-joined West Ham last season after three years at Aston Villa.