The-34-year-old hit a 68 to take a one-shot lead into Sunday along with fellow American Brendan Steele.
"I missed four cuts coming into this event, so maybe I'm a little surprised to be in the final group of a major," Dufner told Sky Sports News.
"Probably I'll be a little anxious. You could probably call it nerves, but I'm anxious to get out there and get going to see how I can stack up."
Dufner has not won an event on the PGA Tour for six years.