The Blue Devils (5-1, 3-0 Northeast Conference) trailed 21-10 with 9:25 left in the third quarter after Duquesne's Cleodis Williams scored on a 27-yard run.
But Wanket, who finished with 233 yards passing, connected with Josue Paul on a 64-yard touchdown and had a 14-yard passing score to Aubrey Norris to give Central Connecticut State a 24-21 lead in the third.
Paul finished with eight catches for 142 yards for the Blue Devils.
Central Connecticut State extended its lead to 10 points in the fourth when Nick Colagiovanni caught a 20-yard pass from Wanket, who completed 15 of his 20 passes.
Duquesne's Sean Patterson threw for 187 yards and two touchdowns for the Dukes (2-5, 1-3).