Schalke won the last of their four German Cup titles in 2002, but Saturday's final at Berlin's Olympic Stadium could well be Neuer's last game for Schalke before he joins Bayern Munich.
The 25-year-old has told the Royal Blues he will not renew his contract which is set to expire in 2012 and Bayern have already held talks with Schalke over a reported 25 million euro transfer.
"I cannot say," replied Neuer when asked if this will be his last game in a Schalke shirt.
Neuer is confident that Schalke - who knocked 2010 winners Bayern Munich out in the semi-finals - can justify their favourites tag and end the season with a trophy.
"We know what is at stake," he said.
"This is not a normal league game, but a cup final. It is a unique opportunity for us to get a title. I am convinced that we will win."
Duisburg, who finished eighth in the Second Division, knocked out first division sides Kaiserslautern and Cologne before sealing a 2-1 win over fellow second division side Energie Cottbus in the semi-finals.