They fell to 17th in the Championship following a 3-1 home defeat by Blackburn, their fourth loss in a row.
But the Canaries are now firmly on course for a play-off place following five wins in their past seven games.
“We believed the whole time. The question marks probably came from outsiders,” said Duffy.
“It’s a really good dressing room, with really good characters.
“We were disappointed [in November] and there were a few words said at the right time. It wasn’t pretty. We weren’t enjoying it when we were losing but we always believed we’d got the right way of playing and, with the players we have in the squad, we could turn it round,” he told BBC Radio Norfolk.
“A lot of people in that changing room know that in the Championship anything can happen and we just always stuck together.”
With three games left, David Wagner’s team – who won 1-0 at Preston on Saturday – need a maximum of seven points to be certain of a top-six finish.
Their next two games are at home, against Bristol City and Swansea, where they have not been beaten since that defeat by Blackburn, before ending the regular season with a trip to Birmingham City.
“Not many teams will want to come to our place now the way we’re playing,” said Republic of Ireland centre-back Duffy, who arrived at Carrow Road last summer on a free transfer.
“The manager’s been great, he never got too high, never too low and kept rallying us. We’ve got a few players back from injury and just kept believing.
“I always felt with our squad we should be at the top end of the league and now we’ve put it out on to the pitch and let our actions do the words.
“I’m delighted we turned it round and hopefully we can finish it off.”