The Blades midfielder has been a key figure in United’s early-season form that sees them joint top of the Championship with Yorkshire rivals Middlesbrough and Leeds United after 14 games.
Last season their promotion challenge faded as they eventually finishing 10th, but the belief inside Bramall Lane 12 months on is that manager Chris Wilder’s side have the legs to secure a top-six finish.
A four-match winning streak came to a halt with defeat at Derby County last weekend, and Joe Allen’s equaliser denied United a deserved win over Stoke City on Tuesday night.
It means the Blades return to Bramall Lane today to tackle promoted Wigan Athletic looking to return to winning ways.
“The aim is to better last year, and if we do that it’s the play-offs,” said Duffy.
“We are all not afraid to say where we want to be, we all want to shoot for that promised land.
“Once we start clicking in front of goal we can put a good run together.
“We are excited about it. If we can put a good run of results together we can create a gap between third and sixth.
“We haven’t taken our chances. We had a sloppy start against Derby, to concede a goal within 20 seconds was disappointing and throws the game plan out of the window.
“I thought in the first half we threw everything at them and could have gone in 3-1 up.
“We maybe ran out out of a bit of steam in the second half and they scored a half-decent goal, but one we could have prevented. We had to take that on the chin, we can’t win them all.
“Then on Tuesday night, we dominated the game for 75 minutes and it’s a goal we could have prevented. We loaded up on the back post and took a man out of the wall, and Joe Allen – someone with that quality – saw the gap and exposed it. It was a soft goal to give away.
“We are always learning and we will learn from that. You are always learning, regardless whether you have been in the Championship for one year, two years or 10 years. Each year brings new challenges.
“It shows how far the team has come that we are disappointed to lose to somone like Stoke, who have just come down (from the Premier League). They were jumping for joy, delighted with a point, but it felt like a loss for us.
“We are all disappointed, none more so than the manager. He sees the hard work that we have put in.
“He just wants us to get the rewards we deserve. It’s about being more clinical in both boxes. If we get that right it will be a good season.
“Those little things are hindering us being top of the Championship, but we are still in there, and we are still learning.”
United do not have fond memories when it comes to Wigan visiting Bramall Lane.
The Lancashire club have not tasted a league defeat in S2 for 30 years – in the old Third Division in 1988 – and they actually relegated the Blades from the Premier League in 2007.
Blades chief Wilder was at the game as a supporter and saw David Unsworth’s penalty earn the visitors a 2-1 win that – coupled with West Ham’s win over Manchester United – saw the hosts drop out of the top flight.
Eleven years later and Wilder is hoping he can be the manager who takes his boyhood club back to the Premier League.
He has already banked promotion from League One and has transformed United’s fortunes on the pitch.
Their attacking style of play with the ball, combined with pressing opponents when out of possession, has put a smile on the faces of fans and players alike.
It has certainly brought out the best in players like 33-year-old Duffy.
“I have been in teams before where it’s not enjoyable,” said the former Birmingham City winger.
“You get told, ‘don’t come off your lines’ or, ‘don’t lose your shape’, ‘the left-back is your man’, ‘get to the line and try and put in as many crosses as possible’.
“You come off the pitch and the manager is counting how many crosses you have put in and if have you done your job.
“To be honest, the game has evolved a bit.
“The modern game is possession-based football, high intensity, getting after players.
“If you come off the pitch and have been beaten you can hold your hands up, fair play, and say they have been better than us on the day.
“There has been times when I have been in teams when you have sat back and waited for them to score. That’s not enjoyable to me.”
On their high-tempo pressing game he said: “That’s the way we like to play.
“We like to get the ball back close to their goal. It’s easier to score.
“If you win the ball back in your own third it’s 70 yards to score. If you win it back on the edge of their box it’s one pass, two seconds, and it’s a goal. That’s the way we like to play.”
Duffy had a brief spell under Wigan manager Paul Cook, in his Chesterfield days in 2015, but his six-month loan from Birmingham was cut short.
“It was a brief period, only a couple of weeks. I had gone there (Chesterfield) to play games, and they had a player injured in Gary Roberts.
“He got back fit, he was Paul’s star player, so I didn’t get to play much time.”
He added: “I went back to Birmingham, I was supposed to be there for six months, but quickly ended it.”