The 45-year-old, from Cannock, filmed the incident on Periscope in the Vieux Port area of the French city, following England's 1-1 draw with Russia on Saturday night.
Collymore, who is covering the tournament as a radio pundit, witnessed 300 youths running away from police, who responded by firing tear gas canisters in their direction.
Please be aware video on below link contains foul language
In the video, Collymore can be heard saying: "A gang of 300 just ran up the street chasing England fans. Local youths, just all local youths.
"It's getting quite scary now.
"There's bottles and f****** all sorts. There's tear gas, tear gas canisters. And the police are throwing them towards me."
Later in the video, Collymore tells a group of supporters that he has "mustard gas" in his eyes.
He also meets a journalist, who tells him the trouble had been sparked in part by Russian hooligans who flew to Switzerland and then drove into France by car in order to avoid detection.
The game between England and Russia was marred by violence both in and away with from the stadium. A gang of Russian supporters charged English fans inside the ground following the final whistle.
UEFA has threatened to disqualify both countries from the tournament if there is any further violence.