St Johnstone reached the first Scottish Cup final in their 130-year history when they came back from behind to beat Aberdeen 2-1 at Ibrox last month.
It was their first semi-final victory in nine attempts and former fans' favourite Duberry says the Perth side now have nothing to fear when they face United at Celtic Park this weekend.
"The underdogs tag will not bother them one little bit," Duberry told Sky Sports.
"They've always been an underdog in the SPFL and have always been written off by the bigger clubs in the league so that won't bother them at all.
"They've got nothing to fear against anyone. It's a one-off game, a cup final and they've proved in the league that they can beat anyone on their day.
"If anything I think Dundee United will have a little bit of fear of St Johnstone because they know what they are capable of."
Former Chelsea and Leeds United defender Duberry played in a cup semi-final defeat at the hands of Motherwell during his 18-month spell with St Johnstone which ended in 2011.
But the 38-year-old believes the current side, spearheaded by striker Stevie May who has notched 27 goals this season, have every chance of lifting the trophy this weekend.
"Everything about St Johnstone's comeback against Aberdeen was amazing and I think they will take lots of heart from it," he said.
"They could have just crumbled, especially after their last semi-final against Aberdeen in the League Cup in January which ended up in a crushing defeat.
"They've got a bit of a history with Dundee United and it will be a bit of a grudge match. There is always a little bit of needle when the two sides play against each other.
"But there is a lot of confidence in this team. They are playing well and they've got good players in the squad. Now that they've got to the final, who knows, maybe they can go all the way and do it."
Watch St Johnstone take on Aberdeen live from 2.30pm this Saturday on Sky Sports 1