Brought up in Versailles, the son of a bourgeois family. Both he and his father shared a passion for sailing and for sports, and their trips together took them to North Africa and the Mediterranean, where Collard developed his taste for the exotic and the other.

For a time he read for a Science degree at Lille Univeristy but he left without completing his degree. In 1979 he and his father went to Puerto Rico to attend the Panamerican games. Collard stayed on alone, and began to explore his bisexuality. After becoming the object of a gang-bang by six Puerto Rican street boys for a whole night he returned to Paris, and there began both his career in writing and in film, and a period of frenetic sexual activity, often taking the form of anonynous sex with multiple partners.

In 1987 he published his first novel, Condamné amour (Love Condemned). The novel deals with disintegration in the context of a "divine virus", an indication that Collard already knew he had contracted the HIV virus. His second novel, Les nuits fauves (1989), is his most famous and abiding work, which he turned into a highly successful film, gaining no less than four Césars in 1993, shortly after his death.