Collagen is the most abundant protein in vertebrates, and its mechanical properties are responsible for the structure and function of many tissues. When subjected to large strain, collagen shows typical strain-stiffening. Here, we investigate how the strain-stiffening response of collagen changes as the material undergoes repeated large strain oscillations. We shear in vitro reconstituted collagen gels of various concentrations (0.4 - 2.4 mg/ml) repeatedly in a plate-plate rheometer by applying a cyclic sinusoidal strain of a given amplitude, and analyze the non-linear stress-strain relationship. With each cycle, the maximum stress and the linear modulus of the material decrease, and the transition from a linear to a strain-stiffening response occurs at higher strains. If the strain amplitude is increased and a new set of cycles is taken, this ‘working’ of the material repeats for the now higher strain amplitude. However, for each strain step, the first oscillation of the set of cycles is qualitatively different from the following ones. First, when compared to the stress-strain response of a gel that has not been previously worked at smaller strains, the two match closely. Secondly, upon unloading, this first oscillation shows a significantly increased dissipation.Upon addition of covalent crosslinks by incubating the collagen gels with 2% glutaraldehyde solution after polymerisation, the stress-strain relationship becomes independent of the loading history. We hypothesize that the microscopic mechanism responsible for the history dependence is due to intra-fibrillar slip of adjacent collagen monomers. We present evidence from direct observation using confocal microscopy to image collagen gels under shear that supports this hypothesis.