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It's my fault. Got the solution after @Otto's comment:

Do you actually have a duplicate key here? What is the structure of user_req and what are the keys and indexes?

Here's how my SQL query should be:

INSERT INTO {$wpdb->prefix}user_req
                ( user_id, post_id )
                VALUES ( %d, %d )
                WHERE NOT EXISTS (
                  SELECT * FROM
                  {$wpdb->prefix}user_req.user_id = user_id
                  AND
                  {$wpdb->prefix}user_req.post_id = post_id
                )

Fixed now. Thanks to Otto.

##UPDATE## Though I said, it's solved, but actually, it's not. The code somehow was not working and not even inserting data (Details here). So with the knowledge I had from the others, and with assistance of my colleague Mr. Ariful Haque, I did it with two different but interlocking queries:

    $alreadyGot = $wpdb->get_results(
                        "SELECT
                        COUNT(*) AS TOTALCOUNT
                        FROM {$table}
                        WHERE ( user_id = $user_id AND post_id = $post_id[1] )
                            AND ( order_id = '' )"
                    );

    $count = $alreadyGot[0]->TOTALCOUNT; //if there's any duplicate, it'd return 1

    // if the count return 1, do nothing, but else insert the data
    if( $count > 0 ) {
        //do nothing
    } else {
        $wpdb->insert( 
            $table,
            array(
                'user_id' => $user_id,
                'post_id' => $post_id[1]
            )
        );
    }