Duffy played for the amateur clubs Ballina RFC, his hometown's side and Galway city-based Galwegians RFC, before playing for his native province of Connacht. Early on there were rumours that he would play with local club Corinthians, however provincial bosses would not allow it. Duffy first played Celtic League rugby with Connacht in 2001, and played seven times in the 2001–02 Celtic League and six times in the 2001–02 European Challenge Cup, scoring one try in the league. In the following season, he played twice in the league and five times in the Challenge. During his time at Connacht, Duffy attracted the attention of larger sides. He declined an offer from Munster, as they had already signed the former All Black, Christian Cullen, who played the same positions as Duffy.