Duff has also admitted he would like Alan Shearer to become manager on a full-time basis.
He said: “I’m as loyal as they come and, whether the gaffer stays or goes, I’d love to try and get Newcastle back up into the Premier League.
“I don’t know what words can describe the way I feel. I’m devastated. The lads haven’t tasted relegation apart from me at Blackburn and Nicky Butt at Birmingham.
“When it happened at Blackburn, I wasn’t planning on seeing it again in my career. It’s not a nice feeling.
“No disrespect to the Championship, but Newcastle are too big a club to be down there. I plan on being straight back up (in the Premier League) after next season.”
Duff continued on his own goal against West Ham on Sunday: “You think, ‘why me?’. But I’m a big man, and I’ve been around for a while now, so I’m going to have to get over it.
“I’ll be thinking about it for a long, long time, but what can you do? That’s football. You can’t dwell on disappointments in your career. You have to move on.
“I think we’ve had a lot of bad luck, but at times in a season, you do make your own luck.”
He added: “I’ve loved working with him (Shearer). It’s been a proper, proper football club for eight weeks, and it’s about time. It’s just disappointing we couldn’t stay up for him and the fans.
“I think he’s been brilliant even though we haven’t got the results to keep us up.
“It’s the first time in a long while that this place has felt like a proper football club. Things are done right and it’s been a breath of fresh air.
“If there’s one man to get us back up, it’s Alan Shearer.”