ST KILDA coach Ross Lyon has warned there is no quick fix for either his team or reigning premier Collingwood as they search for their first win of the season.

Lyon's Saints are coming off a frustrating loss to Geelong, and the Magpies will take a 0-2 start into Thursday night's MCG clash.

It is the fourth Spud's Game, a fundraiser for mental health in honour of Saints great Danny Frawley.

Lyon was asked on Tuesday if he was concerned about Collingwood "flicking the switch" and returning to its flag-winning form this week after below-par performances against the two Sydney teams.

"I don't think the switch just gets flicked - I remember a prelim, we lost by 15 points, and we went 0-10," he said of coaching Fremantle in 2015-16.

"You don't just flick a switch in AFL footy. You've either done the work or you haven't, and you can either bring it life or you can't - it's a brutal competition."

Dejected St Kilda players walk from the ground after their loss to Geelong at GMHBA Stadium in round one, 2024. Picture: Getty Images

Lyon ruefully joked after Saturday night's narrow loss at GMHBA Stadium that he had given the phone in his box a good workout.

"It was embarrassing, wasn't it? That camera on my bald spot wasn't too good either and the wispy hair," he said.

"I was just frustrated with how we played the first half. We all acknowledge we turned it around in the second half a fair bit and really fought on, we take some lessons out of that.

"My expectation was probably higher that our system was buttoned down a bit more than it was. 

"It was a sharp reminder, we need to button down on the system and get our own game right, without worrying about the 'oppo' too much.

"This week will be about ourselves and playing our best footy."

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St Kilda's one likely change this week will be massive, with two-time best-and-fairest winner Jack Sinclair set to return from a calf injury.

Lyon noted the Saints' inexperience and how much Sinclair will boost them, pointing to the on-field leaders at Collingwood as examples.

"He brings his own form and he's an All-Australian attacking half-back," Lyon said.

"But he gives us great leadership.

"When things are wobbly, you can see (Scott) Pendlebury and (Steele) Sidebottom, (Jeremy) Howe - they're just on-field generals (for Collingwood)."

Jack Sinclair of the Saints warms up before St Kilda's training session at RSEA Park on March 14, 2024. Picture: Getty Images

Lyon said the Magpies will give the Saints a stern test of how quickly they can play their best football.

"We know Collingwood are going to have their backs to the wall, but it's a challenge we're up for," he said.

"We see around the competition, everyone's not as buttoned down as what they thought they were, so we're trying to button down pretty quickly."