The 24-year-old model, from County Tyrone, Northern Ireland, was jailed in Peru 2013 after she was caught with a pal concealing cocaine worth £1.5million in their luggage.
She was stopped with Melissa Reid from Glasgow at Jorge Chávez International Airport in Lima, when their luggage was found to contain 11 kg of cocaine.
They initially claimed they had been forced to carry the drugs by an armed gang but subsequently pleaded guilty to drug smuggling, reports Belfast Live.
Both women were sentenced to six years and eight months in prison in December 2013.
And she wrote: “Now that I have the chance, I just want to thank everyone who has supported myself and family through these past few years. Please know I truly appreciate each one who cared and had my back.”
She makes reference to numerous messages sent to her since the start of her Peruvian drugs ordeal, many of which she has not responded to yet.
And she says she believes she opportunities lie ahead for her after a long period of retrospection.
McCollum Connolly explained: “It has been a long ride to get where i am today but it just shows that when we fight hard enough for something we can achieve it.
“Something to have in mind; when one door closes, another opens; but we often look so long and so regretfully upon the closed door that we do not see the one which has opened for us.
“Thank you for all the sweet messages I have not got reading them all just yet or got a chance to reply to them but I will definitely make a good attempt to get back to you all.”
Previously McCollum told the Sunday Mirror how she lived in a mosquito-infested cell with seven other women sharing an overflowing hole in the ground for a toilet.