The Tigers are the only Premier League side still to submit their 2008 accounts, leading to speculation about their economic position.
Duffen has assured supporters there is nothing to worry about, while he will continue to back the club as much as possible.
"We do not have the financial resources of many of our competitors and I have always made it clear that I will run this club in a prudent fashion that does not threaten its long-term prosperity," Duffen wrote in his programme notes ahead of Saturday's 1-0 loss to Birmingham.
"Equally I will use every available means to ensure that we continually improve the squad, the facilities and the future prospects."
Expectations have rocketed around the KC Stadium following Hull's promotion to the Premier League in 2008 but Duffen insists it is important not to get carried away.
He said: "Unrealistic expectations inevitably lead to disappointment and afford mischief-makers the perfect opportunity to spin their conspiracy theories and fantasies.
"We must guard against that happening to us!"