But they know a loser when they see one.
"Deep in our gut, all of us thought, 'We cannot win this game, it ain't gonna happen,' " Wildcat guard Cameron Mills admitted.
But they never said it. These being college kids, they bluffed.
During timeouts and dead balls and free throws, they boasted to each other like students at a late-night diner after a long day of studying.
I'm going to be the president. I'm going to be a millionaire.
We're gonna beat Duke.
"We kept telling each other we were going to win, over and over," Mills said. "I mean, out loud and everything."
Time passed, the deficit shrank, their voices grew louder, clearer.
Soon they were shouting, screaming, in excitement and strength and wonder.
Then it ended, so powerfully that Mills dropped to his knees on the court in prayer while teammate Jeff Sheppard collapsed in tears.
For 10 full minutes the Kentucky Wildcats hugged and hopscotched around this South Florida barn in a dance of disbelief, newly fitted with one of the most important lessons of their young lives.
Sometimes you can achieve greatness by just talking yourself into it.
The Wildcats are going to the Final Four for a third consecutive season, but for the first time on the strength of something more than basketball after an 86-84 victory over Duke in one of the greatest comebacks in NCAA tournament history.
Not to mention a bit of basketball's most memorable revenge. The last time these two schools met, in the regional final six years ago, Duke won in overtime in what some consider the greatest college game ever.
This time, if it wasn't for the pieces of net they tied to their championship baseball caps, the Wildcats would still not have understood.
"This was the first basketball game I've played in where I can't really explain what happened," said Sheppard, shaking his head.
"My heart is still racing," said Scott Padgett. "It's hard to believe we came back and won the game."
Impossible to believe, really, even after Kentucky had scored on consecutive three-point baskets to close a gap to 71-60 with 8:41 left.
Then Wayne Turner, the Wildcat junior who is wrongly not counted among the country's great point guards, drove on Steve Wojciechowski to the basket for a short bank shot and foul--another three-point play.
The gap was eight, and a murmur went up.
Turner had something there. Wojo, after screaming and diving and subtly taunting throughout the game, was tired. Turner could take him and the Wildcats knew it.
"We X'd out all of our plays and just gave it to him," Padgett said.
For the remaining eight minutes he took it up, and over and under, shaking Wojo by the consonants, scoring six of the Wildcats' final 23 points while setting up everything else.
Including the next murmur, with 5:21 remaining, when he jumped on two Duke players who had grabbed a loose ball, nearly causing a jump ball until Duke's Roshown McLeod called time out.
Smartly, McLeod thought. But dumb, it was, because it was Duke's last timeout.
Because there were also no TV timeouts left, there would not be another pause in the game until the final four seconds, a span of more than five exhausting minutes.
Tubby Smith, the Kentucky coach with all those strong legs, made sure of it.
"It stretches you a bit," Duke Coach Mike Krzyzewski said.
Stretched Kentucky right toward its crazy dreams.
"It was great. I like to keep playing like that," Mills said. "Padgett and I have said before that we don't even like a halftime."
Then Duke missed free throws, Kentucky kept making everything, the boasts became real.
Wojo failing to drive past Turner after Turner slipped and fell, giving up the ball to William Avery, who missed.
Wojo amazingly being called for a double-dribble while unguarded in the open court.
Mills hitting a three-pointer to give Kentucky its first lead with 2:15 remaining, then howling down the court.
Heshimu Evans knocking a loose rebound to Padgett, who immediately made a three-pointer to give Kentucky the lead for good.
"This was the mother of all grudge matches," said actress Ashley Judd, Kentucky's most photographed fan. "I knew those boys would not quit."
Finally, it was about spirits.
When Duke lined up under the Kentucky basket for a final three-point play while trailing by two with 4.5 seconds left, there wasn't a bluegrass-stained soul who wasn't thinking about 1992.
That' when Duke's Christian Laettner scored in a similar situation to beat Kentucky in an overtime NCAA regional final.
This time, even though there was nobody guarding the man throwing the in-bounds pass, as was the case in 1992, Duke's Shane Battier could not throw it long. Everyone standing long was covered.
Even if Laettner had been out there, Padgett would have been in his face.
The ball went to the freshman Avery, who dribbled around two Wildcats and threw up a 30-footer that hit the backboard and . . . .
. . . Padgett grabbed it, the Kentucky bench poured on to the floor and an old man finished a prayer.
Bill Keightley, longtime Kentucky equipment manager and the only person on the sidelines who was there in 1992, sighed.
"I thought, 'the ghost has left the building,' " he said.
And the magic is coming to San Antonio.