Duval was born in Wellsburg, West Virginia (then Virginia) in Brooke County. He attended the common schools as a child. As a young man, he traveled to Fort Smith, Arkansas, where he joined an elder brother who was running a trading post. Afterward, he became a scout on the Western Plains and Rocky Mountains, and joined the Gold Rush in 1849.
He was a member of the Lopez expedition to Cuba that sought to aid the Cuban national independence movement. After his time as a filibuster, he returned to Wellsburg in 1853 and worked as a merchant.