Duffy has taken three wickets inside his first two overs in Dunedin this afternoon.
Team-mate Kyle Jamieson also grabbed a caught and bowled.
The West Indies were battling at 21 for four.
The Black Caps won the toss and elected to field in the fifth T20.
New Zealand have stuck with the same XI from the rained-off game in Nelson, while the West Indies have made one change. Jayden Seales replaces Amir Jangoo.
Overcast conditions have greeted the crowd.
The home side leads the series 2-1 and can clinch a series victory with a win today.
The best the West Indies can do is level the series, but they will need to rewrite history to do so.
The Black Caps are undefeated at the University Oval since the ground’s international debut in 2008.
New Zealand playing XI: Devon Conway, Tim Robinson, Rachin Ravindra, Mark Chapman, Daryl Mitchell, Michael Bracewell, James Neesham, Mitchell Santner (captain), Kyle Jamieson, Ish Sodhi, Jacob Duffy.
West Indies playing XI: Alick Athanaze, Shai Hope (captain), Ackeem Auguste, Sherfane Rutherford, Rovman Powell, Jason Holder, Roston Chase, Romario Shepherd, Matthew Forde, Shamar Springer.
