Phillips has suffered the agony of being relegated from the top flight with Sunderland and Southampton during his lengthy career.
The 37-year-old is out of contract next month and, if Sunday's game at Tottenham is his swansong for the club, he does not want his three year spell to end by going down.
Kevin Phillips: "I don't think I've been in this situation before where it is quite as tight as it is on the last day.
"I have been relegated from the Premier League twice. I think at Southampton it went to the last day.
"But it wasn't as close as this current situation where four or five teams are still in the mix.
"If this is the end of my Birmingham career, I don't want it to end with relegation. It is not nice to get relegated."