The Bantams lost 2-1 to Aston Villa on Tuesday night at Villa Park, but their earlier 3-1 victory at Valley Parade ensures that the League Two outfit advance to the final of the Capital One Cup with a 4-3 aggregate win.
Afterwards, Duke was full of praise for his teammates.
"It's a dream. As a kid, playing football, you dream of Wembley," said Duke. "We're going to do it, we're going to take a League Two club to Wembley. We have a massive following and it's just going to be an amazing day. I'm so looking forward to it.
"I'm just speechless. The lads were fantastic again tonight.
"For the fans, it's going to be a great day at Wembley for us."
Bradford will face either Chelsea or Swansea City, who play out their semi-final second leg tonight.