Duncan graduated from Daphne High School in Alabama in 1993. After initially committing to play college baseball at a junior college in Alabama, Duncan was recruited to Grambling State University by fellow Alabamian and Grambling State Tigers baseball coach Sap Randall. Duncan was at first unimpressed by the school's baseball facilities but switched his commitment after being offered an academic scholarship. In 1995, as a sophomore, he was named to the All-Southwestern Athletic Conference Baseball First Team.
Duncan was selected by the Chicago Cubs in the 20th round of the 1996 Major League Baseball draft and made his professional debut at Bowman Field with the Williamsport Cubs of the New York–Penn League on June 26.
During the 2000 season, the Cubs converted Duncan to relief pitching. Although Duncan said it "took a little bit of getting used to pitching on back-to-back days," he finished the year with the second-most saves in the Southern League.

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