The world's number one-ranked five-day team are hot favourites to win the Test match in Harare starting Saturday.
Duminy said it would be dangerous for his side to expect a quick finish, urging them to be focused.
"We are not going to try and win this Test match in three days. If we win the match in the last session of the last day it will still be a job well done," he said.
"That is the mindset that we have to try and have - focusing on each session and each day, we can't look too far ahead.
"You have to respect each and every team that you play against.
"We respect Zimbabwe and by no means are we taking this game lightly, we have to make sure that we put in our best performance."
South Africa have won six of the seven Tests played between the two nations, including four with an innings to spare.
Duminy knows favouritism means his team are under pressure.
"It's another Test match and we are going to have to prepare the same way that we would for any Test match," he said.
"There is probably more emphasis on this Test match because the pressure will be on us to put in a big performance.
"We are up for the challenge, it's a representative game for your country so you have to take it seriously."