Twins manager Rocco Baldelli was also tossed after arguing with the umpires.
White Sox shortstop Tim Anderson didn't look impressed, as he shouted at Baldelli and Duffey from the visitors' dugout.
The incident comes after Mercedes hit a home run off a 3-0 pitch from Willians Astudillo on Monday with Chicago leading 15-4.
White Sox skipper Tony La Russa criticized Mercedes for violating baseball's unwritten rules. La Russa apologized to Minnesota on Mercedes' behalf.
However, La Russa wasn't bothered by Duffey throwing behind Mercedes.
"I wasn't that suspicious," La Russa said postgame, according to Jesse Rogers of ESPN. "I'm suspicious when someone throws at someone's head. I didn't have a problem with how the Twins handled that."