Duff was born in Columbus, Ohio, but as a child, headed west with his family to Tustin, California, where he played football for Foothill High School. His older brother, John, also played football and went to New Mexico to play collegiately. However, Jamal played his college football at San Diego State University, carrying a major in graphic design. As a junior in 1993, Duff was named the Aztecs' Outstanding Defensive Player of the Year. As a senior, he notched 35 tackles and 7.5 sacks and was a second-team All-Western Athletic Conference selection.
The following spring, the Los Angeles Xtreme of the ill-fated XFL came calling; LA head coach Al Luginbill had coached Duff at San Diego State in 1993. Duff became a fan favorite as one of the Xtreme's top defensive players (recording 18 tackles and four sacks), but also for his nickname. Thanks to an XFL rule that allowed players to put anything they wanted on the backs of their jerseys (within reason), Duff decided to name himself after an underground black comic strip character: Death Blow. The nickname was a hit with fans, and probably the second-most well-known in the entire XFL, after Rod Smart's moniker "He Hate Me". The Xtreme won the XFL's first (and only) title.