New Zealand made 186-5 in their 20 overs, with player-of-the-match Hay cracking an unbeaten 41 from 19 deliveries.
Sri Lanka in reply were all out for 141 with Duffy taking four wickets for a miserly 15 runs, including the tourists' top scorers Kusal Perera for 48 and Pathum Nissanka for 37.
"I said at the start whoever could use the wind the best would do pretty well, and we were able to do that with the bat," New Zealand captain Mitchell Santer said, while also praising Duffy's bowling.
"Every time I bring him back he gets a pole.
"The best way to slow a run rate down is to take wickets and that's what we were able to do in the middle."
The 45-run victory, following their eight-run win on Saturday put New Zealand 2-0 up in the three-match series.
"I'm really disappointed with the results," Sri Lankan captain Charith Asalanka said, adding his side needed to adapt more quickly to New Zealand pitches.
"They're more bouncy than at home, that's the main thing, and we have to adjust to that. At the same time they (New Zealand) were brilliant."
Sri Lanka started their run race cautiously with eight off the first two overs before Nissanka launched into New Zealand's strike bowler Matt Henry, taking 16 off his next over.
But, no sooner had Sri Lanka started to fire, Santner came into the attack into the fifth over and removed Kusal Mendis for 10 with his first delivery.
Nissanka and Perera had lifted the score to 71 by the 10th over when Duffy, who turned the first game in New Zealand's favour, again made a crucial breakthrough.
A slower delivery to Nissanka was scooped to Henry at fine leg and the Sri Lankan talisman was gone for 37.
When Perera was bowled at the start of the 16th over it was the begining of the end for Sri Lanka as their last seven wickets fell for just 14 runs.
New Zealand, who again lost the toss and were told to bat first, produced a steady performance until Hay opened up with three overs remaining.
In the final 18 deliveries New Zealand scored 43 runs, 35 of them coming from Hay as he atoned for his first-ball duck in game one.
After New Zealand lost Rachin Ravindra for just one early, Tim Robinson and Mark Chapman put on 69 for the second wicket.
But in the 10th over, after belting the first ball from Wanindu Hasaranga over the midwicket fence, Robinson misread the next delivery and was bowled for 41.
Another "wrong 'un" from Hasaranga undid Chapman, who was stumped for 42 off 29 deliveries.
Hasaranga returned the best figures for Sri Lanka with 2-28.
