The Spurs can win their first title since 2007 with a win over the Miami Heat in game five of the NBA finals on Sunday.
However, the 38-year-old is adamant the 2013 champions will battle to the final minute, so his side need to maintain their intensity throughout the match.
Duncan told reporters: "They're going to come out and give us their best punch possible. We know that they're back-to-back champs and they've been in this situation before and they have all the confidence in the world that they can win these games.
"So we have to do just the same. Come out there and say, hey, we're going to take it little by little, quarter by quarter, and see what happens."