He initially traveled to Belgrade to attend training sessions for several years, before permanently relocating to the capital city.

He subsequently helped the side progress to the group stage of the 2003–04 UEFA Champions League, eliminating Newcastle United in the last qualifying round.

Led by manager Ilija Petković, Duljaj appeared in all five of his team's games and scored two goals, helping the side win the tournament.

Previously, Duljaj made his full international debut for FR Yugoslavia in a 2–1 friendly loss against Romania on 15 November 2000.

In the summer of 2016, Duljaj joined the coaching staff at Shakhtar Donetsk, becoming an assistant to manager Paulo Fonseca.

After the resignation of Gordan Petrić at the end of February 2023, Duljaj was appointed head coach of Partizan.

[12] With five matches left before the end of the 2023–24 season, he was replaced by a unanimous decision made at a meeting of the club's Board of Directors.