According to the Cincinnati Enquirer, Police had confiscated a package containing 2 1/2 pounds of marijuana that was being shipped to the Kentucky home of Simpson from California.
When police showed up at the house on Tuesday in a controlled delivery, a woman, Aleen Smith, accepted the package and Simpson was discovered inside along with Collins.
Police asked to search the home and found a further six pounds of marijuana along with paraphernalia.
Simpson and Collins were then detained by police, but no arrests were made and the investigation is being continued by federal and state officials.
Simpson is in his fourth year in the NFL and has eight catches for 180 yards on the season. Collins is also in his fourth season and has started 16 of the 33 games he has played in.